Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments

DOI10.1007/BF00970399zbMath0564.60004MaRDI QIDQ1058223

J. Blot

Publication date: 1984

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

semimartingales; conditionally independent increments; stably weak convergence

Mathematics Subject Classification ID

60B10: Convergence of probability measures

60F17: Functional limit theorems; invariance principles