G-stable convergence of semimartingales (Q1085872)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | G-stable convergence of semimartingales |
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G-stable convergence of semimartingales (English)
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1986
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This paper uses conditional characteristic function techniques to obtain sufficient conditions for the G-stable convergence of semimartingales and local martingales. The results for semimartingales generalize those of \textit{B. Grigelionis} and \textit{P. Mikulyavichus} [Teor. Veroyatn. Primen 28, 320-332 (1984; Zbl 0513.60049)].
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conditional characteristic function techniques
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convergence of semimartingales
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