Duffie, Darrell; Protter, Philip - In: Mathematical Finance 2 (1992) 1, pp. 1-15
Conditions suitable for applications in finance are given for the weak convergence (or convergence in probability) of stochastic integrals. For example, consider a sequence "S-super-n" of security price processes converging in distribution to "S" and a sequence θ-super-n of trading strategies...