Geodesic
On the invariance principle for semimartingales with > assumptions
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 3-31
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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 $M$. 
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     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},
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     year = {1983},
     volume = {28},
     number = {1},
     language = {ru},
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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/