Geodesic
On the convergence of sequences of semimartingales and their components
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 42-119.

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     author = {A. A. Gushchin},
     title = {On the convergence of sequences of semimartingales and their components},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {42--119},
     publisher = {mathdoc},
     volume = {202},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a5/}
}
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A. A. Gushchin. On the convergence of sequences of semimartingales and their components. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 42-119. http://geodesic.mathdoc.fr/item/TM_1993_202_a5/