On convergence of semimartingales
Martin T. Barlow; Philip Protter
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 188-193
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top- 1. C. Dellacherie, P.A. Meyer: Probabilities and Potential B, North-Holland, AmsterdamNew York1982. Zbl0494.60002MR745449
- 2. M. Emery: Stabilité des solutions des équations différentielles stochastiques; applications aux intégrales multiplicatives stochastiques; Z. Wahrscheinlichkeitstheorie41, 241-262, 1978. Zbl0351.60054MR464400
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- 8. P. Protter: Stochastic Integration and Differential Equations: A New Approach, Springer-Verlag, forthcoming. Zbl0694.60047MR1037262
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