Convergence of stochastic integrals with respect to Hilbert-valued semimartingales (Q2569279)

The auhor considers a Lipschitzian function \(f\), a sequence of Hilbert space-valued stochastic prcoesses \((H^n,Y^n)_n\), the \(Y^n\) being semimartingales, which converges in law to some \((H,Y)\), and the strong solutions \(X^n\), \(X\), to the S.D.E.s: \[ X^n= H^n+ \int^._0 f(X^n_{s-})\,dY^n_s,\quad X= H+\int_0^. f(X_{s-})\,dY_s. \] Sufficient conditions are given, in order that \((H^n, Y^n, X^n)\) converge in law to \((H,Y,X)\).