Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev (Q800038)

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scientific article; zbMATH DE number 3876316
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    Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
    scientific article; zbMATH DE number 3876316

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      Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev (English)
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      1984
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      A sufficient condition is given for the tightness in \({\mathbb{D}}({\mathbb{R}}^+\); \({\mathbb{H}})\) of the laws of a sequence of Hilbert- space valued martingales \(\{M_ n\}_{n\geq 0}\). This is used to derive sufficient conditions for the convergence of a sequence of stochastic evolution equations in a Hilbert space. This provides an alternative approach for studying limiting models for chemical reactions of the type found in \textit{L. Arnold} and \textit{M. Theodosopulu}, Adv. Appl. Probab. 12, 367-379 (1980; Zbl 0429.60025) and \textit{P. Kotelenez}, Law of large numbers and central limit theorem for chemical reactions with diffusions. Diss. Univ. Bremen (1982; Zbl 0523.60078).
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      weak convergence
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      invariance principle
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      Hilbert-space valued martingales
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      stochastic evolution equations in a Hilbert space
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