Geodesic
On the invariance principle for semimartingales with > assumptions
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 3-31

Voir la notice de l'article provenant de la source Math-Net.Ru

Suppose that $X^n$, $n\ge 1$, is a family of semimartingales with triplets of local characteristics $(B^n,\langle X^{nc}\rangle,\nu^n)$ and let $M$ be a Gaussian martingale. We find conditions (theorem 2) which are sufficient for the weak convergence $X^n$ to $M$. 
@article{TVP_1983_28_1_a0,
     author = {R. \v{S}. Lipcer and A. N. \v{S}iryaev},
     title = {On the invariance principle for semimartingales with <<nonclassical>> assumptions},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {3--31},
     publisher = {mathdoc},
     volume = {28},
     number = {1},
     year = {1983},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a0/}
}
TY  - JOUR
AU  - R. Š. Lipcer
AU  - A. N. Širyaev
TI  - On the invariance principle for semimartingales with <> assumptions
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1983
SP  - 3
EP  - 31
VL  - 28
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a0/
LA  - ru
ID  - TVP_1983_28_1_a0
ER  - 
%0 Journal Article
%A R. Š. Lipcer
%A A. N. Širyaev
%T On the invariance principle for semimartingales with <> assumptions
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1983
%P 3-31
%V 28
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a0/
%G ru
%F TVP_1983_28_1_a0
R. Š. Lipcer; A. N. Širyaev. On the invariance principle for semimartingales with <> assumptions. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 3-31. http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a0/