Weak convergence of semimartingales

DOI10.1007/BF00970831zbMath0726.60044MaRDI QIDQ5896540

Remigijus Mikulevičius

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

semimartingalespredictable characteristicsufficient conditions of weak convergence

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10)

Cites Work

• On tightness and stopping times
• Stopping times and tightness
• Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi
• Weak convergence of measures
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