Chapter 1 Basic Concepts and the Review of Results of «The General Theory of Stochastic Processes»

Chapter 2 Semimartingales. I. Stochastic Integral

Chapter 3 Random Measures and their Compensators

Chapter 4 Semimartingales. II. Canonical Representation

Chapter 5 Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Chapter 6 The Space D. Relative Compactness of Probability Distributions of Semimartingales

Chapter 7 Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Chapter 9 Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes

Chapter 10 Diffusion Approximation for Semimartingales with a Normal Reflection in a Convex Region