Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I (Q2641003)

The author investigates the rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. He gives estimates between the finite-dimensional distributions of these processes as well as estimates of the Lévy-Prokhorov distance of the corresponding distributions. These results are formulated in terms of the predictable characteristics of semimartingales. [For part II see the following review Zbl 0721.60061]