Convergence in various topologies for stochastic integrals driven by semimartingales

Annals of Probability

Volumn 24, Issue 4, 1996, Pages 2141-2153

  Jakubowski, Adam ^a  

^a NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

Functional convergence; Semimartingales; Skorohod topology; Stochastic integral

Indexed keywords

EID: 0030373943     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1041903222     Document Type: Article

References (14)

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