Stable convergence of semimartingales

DOI10.1016/0304-4149(85)90044-4zbMath0558.60022OpenAlexW1999552048MaRDI QIDQ762829

Paul D. Feigin

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90044-4

zbMATH Keywords

conditionally independent incrementsMartingale limit theory

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Markov processes (60J99)

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