Sobolev topologies in seminartingale theory (Q4029005)
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scientific article; zbMATH DE number 140578
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| English | Sobolev topologies in seminartingale theory |
scientific article; zbMATH DE number 140578 |
Statements
28 March 1993
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Sobolev topologies
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Skorokhod space
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semimartingale
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0.8089405298233032
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0.7878612279891968
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Sobolev topologies in seminartingale theory (English)
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[For the entire collection see Zbl 0754.00008.] On the Skorokhod space \(D\), the pseudo-paths topology, or Meyer-Zheng topology, is weaker than the Skorokhod one. It is as well weaker than the topology induced by the Sobolev-Slobodetskij norm of the space \(H^ s\) \((0<s<1/2)\). The author first gives simple conditions ensuring tightness of semimartingale sequences in \(H^ s\). Then he gives a stronger condition, that turns out to be equivalent to those of Meyer-Zheng and Stricker, ensuring each limit point to be a semimartingale law.
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