Weak Convergence of the Variations, Iterated Integrals and Doleans-Dade Exponentials of Sequences of Semimartingales
Avram, Florin
Ann. Probab., Tome 16 (1988) no. 4, p. 246-250 / Harvested from Project Euclid
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If $X^{(n)}$ is a sequence of semimartingales, converging to a semimartingale $X$, and such that $\lbrack X^{(n)}, X^{(n)}\rbrack$ converges to $\lbrack X, X\rbrack$, then all higher-order variations and all the iterated integrals of $X^{(n)}$ converge jointly to the respective functionals of $X$.
Publié le : 1988-01-14
Classification:  Semimartingales,  weak $J_1$-Skorohod topology,  variations,  multiple integrals,  Doleans-Dade exponential,  60F17,  60H05 
@article{1176991898,
     author = {Avram, Florin},
     title = {Weak Convergence of the Variations, Iterated Integrals and Doleans-Dade Exponentials of Sequences of Semimartingales},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 246-250},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991898}
}

Avram, Florin. Weak Convergence of the Variations, Iterated Integrals and Doleans-Dade Exponentials of Sequences of Semimartingales. Ann. Probab., Tome 16 (1988) no. 4, pp.  246-250. http://gdmltest.u-ga.fr/item/1176991898/