Weak Convergence of a Sequence of Semimartingales to a Diffusion with Discontinuous Drift and Diffusion Coefficients.

Yi-Ju Chao Weak Convergence of a Sequence of Semimartingales to a Diffusion with Discontinuous Drift and Diffusion Coefficients. 153-188 2002 42 Queueing Syst. 2 db/journals/questa/questa42.html#Chao02