XIV: 27, 227-248, LNM 784 (1980)
JACOD, Jean; MÉMIN, Jean
Sur la convergence des semimartingales vers un processus à accroissements indépendants (General theory of processes, Stochastic calculus, Martingale theory)
A method of Kabanov, Liptzer and Shiryaev is adapted to study the convergence of a sequence of semimartingales to a process with independent increments (to be completed)
Keywords: Convergence in law, Tightness
Nature: Original
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