Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
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Publication:1058223
DOI10.1007/BF00970399zbMath0564.60004OpenAlexW2042477999MaRDI QIDQ1058223
Publication date: 1984
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00970399
Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)
Related Items (2)
Necessary and sufficient conditions for convergence of semimartingales and point processes. I ⋮ Necessary and sufficient conditions for convergence of semimartingales and point processes. II
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