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Mathematics of the USSR-Sbornik, 1983, Volume 44, Issue 3, Pages 299–323
DOI: https://doi.org/10.1070/SM1983v044n03ABEH000969 (Mi sm2471) 		 
This article is cited in 10 scientific papers (total in 11 papers)

On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments

R. Sh. Liptser, A. N. Shiryaev
English version PDF (1101 kB) Citations (11) Russian version article
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DOI: https://doi.org/10.1070/SM1983v044n03ABEH000969
Abstract: The authors study weak convergence of a sequence of semimartingales to an arbitrary stochastically continuous process independent or conditionally independent increments. The “semimartingale scheme” they consider includes the traditional “series scheme”.
Bibliography: 22 titles.
Received: 09.02.1981
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: Primary 60F05, 60G17, 60G48; Secondary 46E27, 60G15, 60G25, 60J30
Language: English
Original paper language: Russian
Citation: 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
Citation in format AMSBIB
\Bibitem{LipShi81}
\by R.~Sh.~Liptser, A.~N.~Shiryaev
\paper On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments
\jour Math. USSR-Sb.
\yr 1983
\vol 44
\issue 3
\pages 299--323
\mathnet{http://mi.mathnet.ru/eng/sm2471}
\crossref{https://doi.org/10.1070/SM1983v044n03ABEH000969}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=665687}
\zmath{https://zbmath.org/?q=an:0505.60035|0484.60024}
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  • https://www.mathnet.ru/eng/sm/v158/i3/p331
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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