WEAK CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE

DOI10.1070/SM1984v049n01ABEH002703zbMath0559.60033OpenAlexW1974382228MaRDI QIDQ5185783

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1984

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1984v049n01abeh002703

zbMATH Keywords

relative compactnessweak convergence of semimartingalesdiffusion type processesDoleans-Dade stochastic exponents

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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