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On the convergence of some semimartingales

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Publication:3833352
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DOI10.1070/RM1987V042N05ABEH001473zbMATH Open0677.60048OpenAlexW2027132812MaRDI QIDQ3833352FDOQ3833352


Authors: A. A. Antonyan Edit this on Wikidata


Publication date: 1987

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1987v042n05abeh001473





zbMATH Keywords

semimartingaleSkorokhod spaceweak convergence theorem for the solutions of a sequence of stochastic differential equations


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)



Cited In (7)

  • Concentration inequalities for semi-bounded martingales
  • On the Functional Convergence in Distribution of Sequences of Semimartingales to a Mixture of Brownian Motions
  • On infinitely divisible semimartingales
  • Title not available (Why is that?)
  • Stable convergence of semimartingales
  • Title not available (Why is that?)
  • Some norm estimates for semimartingales





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