On the convergence of stochastic integrals with respect to p-semimartingales

The sufficient conditions for the weak convergence of stochastic integrals with respect to p-semimartingales have been obtained. These conditions were simplified when the integrating process is pathwise constant.

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Year of publication:	2008
Authors:	Kubilius, K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 15, p. 2528-2535
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223910