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This article is cited in 1 paper
On the invariance principle for semimartingales with «nonclassical» assumptions
R. Š. Lipcer, A. N. Širyaev
Moscow
Abstract:
Suppose that $X^n$, $n\ge 1$, is a family of semimartingales with triplets of local characteristics
$(B^n,\langle X^{nc}\rangle,\nu^n)$ and let $M$ be a Gaussian martingale. We find conditions (theorem 2) which are sufficient for the weak convergence $X^n$ to $M$.
Received: 03.07.1981
Citation:
R. Š. Lipcer, A. N. Širyaev, “On the invariance principle for semimartingales with «nonclassical» assumptions”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 3–31
Citation in format AMSBIB:
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\by R.~{\v S}.~Lipcer, A.~N.~{\v S}iryaev
\paper On the invariance principle for semimartingales with <> assumptions
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 1
\pages 3--31
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\mathscinet{http://www.ams.org/mathscinet-getitem?mr=691465}
\zmath{http://www.zentralblatt-math.org/zmath/search/?an=Zbl 0518.60041}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 1--34
\crossref{http://dx.doi.org/10.1137/1128001}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1984SL53600001}
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http://mi.mathnet.ru/eng/tvp2149 http://mi.mathnet.ru/eng/tvp/v28/i1/p3
 Full text (in Russian):
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English version:
Theory of Probability and its Applications, 1984, 28:1, 1–34
Review databases:
 
ISI Web of Knowledge:
A1984SL53600001
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This publication is cited in the following articles:
-
В. И. Ротарь, “О суммировании независимых слагаемых в неклассической ситуации”, УМН, 37:6(228) (1982), 137–156
  ; V. I. Rotar', “On summation of independent variables in a non-classical situation”, Russian Math. Surveys, 37:6 (1982), 151–175 
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