Weak convergence of stochastic integrals with respect to semimartingales
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DOI10.1070/RM1986V041N05ABEH003442zbMATH Open0625.60060OpenAlexW2084519230MaRDI QIDQ3028013FDOQ3028013
Authors: Kh. M. Mamatov 
Publication date: 1986
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1986v041n05abeh003442
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- WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE
- Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
- Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I
- Weak limit theorems for stochastic integrals and stochastic differential equations
- Weak convergence of stochastic integrals driven by martingale measure
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- On the rate of convergence in the limit theorem for stochastic integrals with respect to martingales
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- Weak convergence of semimartingales and discretisation methods
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