Weak convergence of semimartingales

DOI10.1007/BF01116879zbMath0498.60005MaRDI QIDQ5905294

Remigijus Mikulevičius, Bronius Grigelionis

Publication date: 1981

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

zbMATH Keywords

weak convergence; semimartingales; predictable characteristics

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60B10: Convergence of probability measures

Related Items

Convergence of \({\mathcal S}'\)-valued processes and space-time random fields

Cites Work

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