Weak convergence of semimartingales

DOI10.1007/BF01116879zbMath0498.60005OpenAlexW4235222396MaRDI QIDQ5905294

Bronius Grigelionis, Remigijus Mikulevičius

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1007/bf01116879

zbMATH Keywords

weak convergencesemimartingalespredictable characteristics

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Convergence of probability measures (60B10)

Related Items (2)

Jump-diffusion processes in random environments ⋮ Convergence of \({\mathcal S}'\)-valued processes and space-time random fields

Cites Work

• Calcul stochastique et problèmes de martingales
• Semigroups of conditioned shifts and approximation of Markov processes
• Martingale characterization of random processes with independent increments
• Stopping times and tightness
• Functional limit theorems for dependent variables
• Markov processes associated with certain integro-differential operators
• Conditional distributions and tightness
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
• On the functional central limit theorem for martingales
• CONVERGENCE OF MEASURES AND RANDOM PROCESSES
• On the central limit theorem for sums of dependent random variables
• Diffusion processes with continuous coefficients, I
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Weak convergence of semimartingales