On convergence of semimartingales
Séminaire de probabilités de Strasbourg, Tome 24 (1990), pp. 188-193.
@article{SPS_1990__24__188_0,
     author = {Barlow, Martin T. and Protter, Philip},
     title = {On convergence of semimartingales},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {188--193},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {24},
     year = {1990},
     mrnumber = {1071540},
     zbl = {0703.60041},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1990__24__188_0/}
}
TY  - JOUR
AU  - Barlow, Martin T.
AU  - Protter, Philip
TI  - On convergence of semimartingales
JO  - Séminaire de probabilités de Strasbourg
PY  - 1990
SP  - 188
EP  - 193
VL  - 24
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1990__24__188_0/
LA  - en
ID  - SPS_1990__24__188_0
ER  - 
%0 Journal Article
%A Barlow, Martin T.
%A Protter, Philip
%T On convergence of semimartingales
%J Séminaire de probabilités de Strasbourg
%D 1990
%P 188-193
%V 24
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1990__24__188_0/
%G en
%F SPS_1990__24__188_0
Barlow, Martin T.; Protter, Philip. On convergence of semimartingales. Séminaire de probabilités de Strasbourg, Tome 24 (1990), pp. 188-193. http://archive.numdam.org/item/SPS_1990__24__188_0/

1. C. Dellacherie, P.A. Meyer: Probabilities and Potential B, North-Holland, Amsterdam New York 1982. | MR | Zbl

2. M. Emery: Stabilité des solutions des équations différentielles stochastiques; applications aux intégrales multiplicatives stochastiques; Z. Wahrscheinlichkeitstheorie 41, 241-262, 1978. | MR | Zbl

3. J. Jacod, A.N. Shiryaev: "Limit Theorems for Stochastic Processes," Springer, Berlin Heidelberg New York 1987. | MR | Zbl

4. A. Jakubowski, J. Mémin, G. Pages: Convergence en loi des suites d'intégrales stochastiques sur l'espace D1 de Skorohod; Probability Theory and Related Fields 81, 111-137, 1989. | MR | Zbl

5. T. Kurtz, P. Protter: Weak limit theorems for stochastic integrals and stochastic differential equations; preprint. | MR

6. P.A. Meyer: "Martingales and Stochastic Integrals I," Springer Lecture Notes in Mathematics 284, 1972. | MR | Zbl

7. P.A. Meyer: 'Inégalités de normes pour les integrales stochastiques," Séminaire de Probabilités XII, Springer Lecture Notes in Math. 649, 757-762, 1978. | Numdam | MR | Zbl

8. P. Protter: Stochastic Integration and Differential Equations: A New Approach, Springer-Verlag, forthcoming. | MR | Zbl