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

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).