Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales
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We consider an extended stable weak convergence, corresponding to stronger than Skorokhod's \({\mathcal J}_ 1\) topology, and obtain necessary and sufficient conditions for the non-quasicontinuous limit. The results of the paper generalize corresponding results of our earlier papers [ibid. 24, 270--276 (1984), resp. ibid. 24, No. 3, 139--147 (1984; Zbl 0564.60005) and ibid. 24, 346--357 (1984), resp. ibid. 24, No. 4, 99--115 (1984; Zbl 0569.60002)].
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