Abstract:
Let $X^n$, $n\geqslant 1$, be a sequence of semimartingales with triplets of local characteristics
$T^n=(B^n,\langle X^{cn}\rangle,\nu^n)$ and let $X$ be a continuous Gaussian martingale with
a triplet $T=(0,\langle X\rangle,0)$. We give conditions on the convergence of the triplets $T^n$ to
$T$ which are sufficient for the weak convergence of the distributions of $X^n$ to the distribution
of $X$ and for the weak convergence of the finite-dimensional distributions of $X^n$ to
the corresponding finite-dimensional distributions of $X$.