R. Sh. Liptser, A. N. Shiryaev, “Weak convergence of a sequence of semimartingales to a process of diffusion type”, Mat. Sb. (N.S.), 121(163):2(6) (1983), 176

RUS ENG

JOURNALS PERSONS ORGANISATIONS CONFERENCES VIDEO LIBRARY PERSONAL OFFICE LIBRARY

	General information
	Latest issue
	Forthcoming papers
	Archive
	Impact factor

	Search
	RSS
	Latest issue
	Current issues
	Archive issues
	What is RSS

Mat. Sb.:
Year:
Volume:
Issue:
Page:
	Find

Search through the site:

Find

Personal entry:
Login:
Password:
	Save password
	Enter
	Forgotten password?
	Register

Mat. Sb. (N.S.), 1983, Volume 121(163), Number 2(6), Pages 176–200 (Mi msb2176)

This article is cited in 2 papers

PDF version

HTML version

Weak convergence of a sequence of semimartingales to a process of diffusion type

R. Sh. Liptser, A. N. Shiryaev

Abstract: This article deals with a derivation of necessary and sufficient conditions for the weak convergence of semimartingales to a process of diffusion type.
Bibliography: 34 titles.

UDC: 519.2

MSC: Primary 60F05, 60G48, 60J60; Secondary 60B11

Received: 11.05.1982

Citation: R. Sh. Liptser, A. N. Shiryaev, “Weak convergence of a sequence of semimartingales to a process of diffusion type”, Mat. Sb. (N.S.), 121(163):2(6) (1983), 176–200

Citation in format AMSBIB:

\Bibitem{1}
\by R.~Sh.~Liptser, A.~N.~Shiryaev
\paper Weak convergence of a~sequence of semimartingales to a~process of diffusion type
\jour Mat. Sb. (N.S.)
\yr 1983
\vol 121(163)
\issue 2(6)
\pages 176--200
\mathnet{http://mi.mathnet.ru/msb2176}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=703323}
\zmath{http://www.zentralblatt-math.org/zmath/search/?an=0521.60034}
\transl
\jour Math. USSR-Sb.
\yr 1984
\vol 49
\issue 1
\pages 171--195
\crossref{http://dx.doi.org/10.1070/SM1984v049n01ABEH002703}

Linking options:

http://mi.mathnet.ru/eng/msb2176

http://mi.mathnet.ru/eng/msb/v163/i2/p176

Full-text article is available

Full text (in Russian): PDF file (1011 kB)

References (in Russian): PDF file HTML файл

English version:
Mathematics of the USSR-Sbornik, 1984, 49:1, 171–195

Review databases:

Citing articles on Google Scholar: Russian citations, English citations
Related articles on Google Scholar: Russian articles, English articles

This publication is cited in the following articles:

“Summary of Reports Presented at Sessions of the Seminar in Probability Theory and Mathematical Statistics at the Shevchenko State University, Kiev”, Theory Probab Appl, 30:3 (1986), 644
E. V. Krichagina, R. Sh. Liptser, A. A. Pukhal’skii, “Diffusion Approximation of Systems with Arrival Depending on Queue, and with Arbitrary Servicing”, Theory Probab Appl, 33:1 (1988), 114

Математический сборник (новая серия) - 1964–1988

Number of views:
This page:	72
Full text:	20
References:	5
First page:	3

Registration