### Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE

**T. I. Kosenkova**

*Theory of Stochastic Processes*

*Vol.18 (34), no.1, 2012, pp.86-100*

Under the assumptions analogous to those of Gnedenko's theorem, the weak convergence of a series scheme of Markov chains to the solution of a L\'evy driven SDE is obtained.