Geodesic
On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments
Sbornik. Mathematics, Tome 44 (1983) no. 3, pp. 299-323 
R. Sh. Liptser; A. N. Shiryaev. On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments. Sbornik. Mathematics, Tome 44 (1983) no. 3, pp. 299-323. http://geodesic.mathdoc.fr/item/SM_1983_44_3_a4/
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     author = {R. Sh. Liptser and A. N. Shiryaev},
     title = {On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments},
     journal = {Sbornik. Mathematics},
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     year = {1983},
     volume = {44},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1983_44_3_a4/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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[12] Brown T., Compensators and Cox convergence, Preprint, 1980

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[16] Dellasheri K., Emkosti i sluchainye protsessy, Mir, M., 1975 | MR

[17] Doleans-Dade C., “Quelques applications de la formula changement de variables pour les semimartingales”, W-theorie, 16 (1970), 181–194 | MR | Zbl

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