On the convergence of some semimartingales

DOI10.1070/RM1987V042N05ABEH001473MaRDI QIDQ3833352zbMATH OpenOpenAlexFDO

Authors A. A. Antonyan

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)

• scientific article; zbMATH DE number 3983058 (Why is no real title available?)
• Concentration inequalities for semi-bounded martingales
• On infinitely divisible semimartingales
• scientific article; zbMATH DE number 3944964 (Why is no real title available?)
• Some norm estimates for semimartingales
• Stable convergence of semimartingales
• On the Functional Convergence in Distribution of Sequences of Semimartingales to a Mixture of Brownian Motions

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