Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev

zbMath0549.60041MaRDI QIDQ800038

Michel Métivier

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_4_329_0

zbMATH Keywords

weak convergenceinvariance principleHilbert-space valued martingalesstochastic evolution equations in a Hilbert space

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)

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