Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales

DOI10.1214/aop/1176991898zbMath0636.60029OpenAlexW1964661649MaRDI QIDQ1098154

Florin Avram

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991898

zbMATH Keywords

weak convergencesemimartingalesiterated integralshigher-order variations

Mathematics Subject Classification ID

Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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