Article ID Journal Published Year Pages File Type
1155124 Statistics & Probability Letters 2008 8 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the convergence of stochastic integrals with respect to p-semimartingales
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