G-stable convergence of semimartingales
This paper uses conditional characteristic function techniques to obtain sufficient conditions for the G-stable convergence of semimartingales and local martingales. The results for semimartingales generalize those of \textit{B. Grigelionis} and \textit{P. Mikulyavichus} [Teor. Veroyatn. Primen 28, 320-332 (1984; Zbl 0513.60049)].
conditional characteristic function techniques
scientific article; zbMATH DE number 3984209
scientific article