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zbMath0521.60034MaRDI QIDQ3670283

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1983

Full work available at URL: https://eudml.org/doc/71482

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

relative compactness weak convergence of semimartingales diffusion type processes Doleans-Dade stochastic exponents

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Sufficient conditions for convergence of solutions of stochastic equations

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