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 
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/
@article{TM_1993_202_a5,
     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},
     year = {1993},
     volume = {202},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a5/}
}
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