Limit theorem for parametric stochastic operator systems (Q5903867)

Consider a stochastic system \(Z^ t_ s\), \(0\leq s\leq t\leq T\leq \infty\), with values in \(G_ 2(H,\Omega)\) [see the first author, Stochastic semigroups. (1977; Zbl 0402.60014), p. 213]. Let \(\Delta_ n[s,t]=\{t_ 0,t_ 1,...,t_ n\},\) \(n=1,2,...\), be a sequence of partitions of [s,t], with norm \(\delta_ n\to 0\) as \(n\to \infty\). Define \(X^ t_ s=\lim \prod Z^{tk}_{t_{k-1}}\) in q.m. as \(\delta_ n\to 0\). It is shown that, under certain conditions, \(\{X^ t_ s\}\) is a multiplicative stochastic system, associated with the additive stochastic system \(\{Z^ t_ s\}\). One of the conditions is that \(Z^ t_ s\), \(Z^ v_ u\) are independent on disjoint intervals [s,t], [u,v].