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This article is cited in 2 papers
Short Communications
Necessary and sufficient conditions for the functional central limit theorem for semimartingales
R. Š. Lipcer, A. N. Širyaev Moscow
Abstract:
Suppose that $X^n$, $n\ge 1$, is a family of semimartingales with the triplets of local characteristics $(B^n,\langle X^{nc}\rangle,\nu^n)$ and $M$ is a continuous Gaussian martingale. We find conditions which are necessary and sufficient for the weak convergence $X^n\overset{\mathscr D}{\to}M$ ($n\to\infty$).
Received: 17.09.1980
Citation:
R. Š. Lipcer, A. N. Širyaev, “Necessary and sufficient conditions for the functional central limit theorem for semimartingales”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 132–137
Citation in format AMSBIB:
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\by R.~{\v S}.~Lipcer, A.~N.~{\v S}iryaev
\paper Necessary and sufficient conditions for the functional central limit theorem for semimartingales
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 1
\pages 132--137
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\mathscinet{http://www.ams.org/mathscinet-getitem?mr=605641}
\zmath{http://www.zentralblatt-math.org/zmath/search/?an=Zbl 0473.60031|Zbl 0458.60017}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 26
\issue 1
\pages 130--135
\crossref{http://dx.doi.org/10.1137/1126010}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1981MY89200010}
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http://mi.mathnet.ru/eng/tvp2475 http://mi.mathnet.ru/eng/tvp/v26/i1/p132
Full text (in Russian):
PDF file (329 kB)
English version:
Theory of Probability and its Applications, 1981, 26:1, 130–135
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ISI Web of Knowledge:
A1981MY89200010
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This publication is cited in the following articles:
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Р. Ш. Липцер, А. Н. Ширяев, “О слабой сходимости семимартингалов к стохастически непрерывным процессам с независимыми и условно независимыми приращениями”, Матем. сб., 116(158):3(11) (1981), 331–358
; R. Sh. Liptser, A. N. Shiryaev, “On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments”, Math. USSR-Sb., 44:3 (1983), 299–323 -
Р. Ш. Липцер, А. Н. Ширяев, “Слабая сходимость последовательности семимартингалов к процессу диффузионного типа”, Матем. сб., 121(163):2(6) (1983), 176–200
; R. Sh. Liptser, A. N. Shiryaev, “Weak convergence of a sequence of semimartingales to a process of diffusion type”, Math. USSR-Sb., 49:1 (1984), 171–195
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