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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1981 Volume 116(158), Number 3(11), Pages 331–358 (Mi sm2471)

This article is cited in 10 papers

On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments

R. Sh. Liptser, A. N. Shiryaev


Abstract: The authors study weak convergence of a sequence of semimartingales to an arbitrary stochastically continuous process independent or conditionally independent increments. The “semimartingale scheme” they consider includes the traditional “series scheme”.
Bibliography: 22 titles.

UDC: 519.2

MSC: Primary 60F05, 60G17, 60G48; Secondary 46E27, 60G15, 60G25, 60J30

Received: 09.02.1981


 English version:
Mathematics of the USSR-Sbornik, 1983, 44:3, 299–323

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© Steklov Math. Inst. of RAS, 2025