G-stable convergence of semimartingales
type: Item
instance of: scholarly article
title: G-stable convergence of semimartingales
zbMATH Open document ID: 0608.60021
DOI: 10.1007/BF00966151
author: B. George
published in: Lithuanian Mathematical Journal
publication date: 1986-01-01T00:00:00Z
review text: 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)].
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 3984209
zbMATH Keywords: conditional characteristic function techniques
zbMATH Keywords: convergence of semimartingales
reviewed by: Neville Weber
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00966151
OpenAlex ID: W2038021224
Wikidata QID: Q131317083
description: scientific article; zbMATH DE number 3984209