NECESSARY AND SUFFICIENT CONDITIONS FOR EXTENDED
CONVERGENCE OF SEMIMARTINGALES
Abstract: The extended convergence (in sense of Aldous [1]) of processes with nitrations is
considered. There are examined the cases where the well-known conditions, sufficient for the
weak convergence of semimartingales, are exactly equivalent to the extended convergence.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -