Geodesic
Weak convergence of a~sequence of semimartingales to a~process of diffusion type
Sbornik. Mathematics, Tome 49 (1984) no. 1, pp. 171-195

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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. 
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     author = {R. Sh. Liptser and A. N. Shiryaev},
     title = {Weak convergence of a~sequence of semimartingales to a~process of diffusion type},
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R. Sh. Liptser; A. N. Shiryaev. Weak convergence of a~sequence of semimartingales to a~process of diffusion type. Sbornik. Mathematics, Tome 49 (1984) no. 1, pp. 171-195. http://geodesic.mathdoc.fr/item/SM_1984_49_1_a10/