Geodesic
On a~hypotheses testing problem and asymptotical normality of stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 385-393

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Conditions of local asymptotical normality (LAN) are given for a family of measures induced by solutions of stochastic differential equations. A problem of testing near hypotheses is considered. A sufficient condition is obtained for asymptotical normality of vector stochastic integrals. 
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     author = {Yu. A. Kutoyants},
     title = {On a~hypotheses testing problem and asymptotical normality of stochastic integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {385--393},
     publisher = {mathdoc},
     volume = {20},
     number = {2},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a12/}
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Yu. A. Kutoyants. On a~hypotheses testing problem and asymptotical normality of stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 385-393. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a12/