Necessary Conditions for Stable Convergence\\ of Semimartingales

DOI10.1137/S0040585X97977501zbMath0960.60035OpenAlexW2017688676MaRDI QIDQ4510019

Ernesto Mordecki

Publication date: 19 October 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977501

zbMATH Keywords

semimartingaleconditionally independent incrementsstable convergence

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

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