WEAK CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE
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Publication:5185783
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
relative compactnessweak convergence of semimartingalesdiffusion type processesDoleans-Dade stochastic exponents
Generalizations of martingales (60G48) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)
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