Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures

DOI10.1016/0304-4149(95)00043-7MaRDI QIDQ1904548zbMATH OpenOpenAlexFDO

Authors Yingchao Xie

Publication date 22 April 1996

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(95)00043-7

zbMATH Keywords

Hilbert valued semimartingalelimit theoremmartingale measuresSkorokhod topologytightness

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Martingales with continuous parameter (60G44)

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Cites work

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• Martingale measures and stochastic calculus
• On the convergence of vector random measures
• Vague convergence of locally integrable martingale measures
• Weak convergence of sequences of semimartingales with applications to multitype branching processes

Cited in

(17)

• Remarks on Hilbert-space-valued multimartingale measures
• Nonparametric tests for conditional symmetry
• Central limit theorems revisited
• Limit theorems for cylindrical martingale problems associated with Lévy generators
• Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS^*
• On the weak convergence of Hilbert space-valued semimartingales to stochastically continuous processes with conditionally independent increments
• On the sample properties of distribution valued semimartingales
• Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence
• scientific article; zbMATH DE number 3969780 (Why is no real title available?)
• Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
• scientific article; zbMATH DE number 4062280 (Why is no real title available?)
• scientific article; zbMATH DE number 4096466 (Why is no real title available?)
• Weak convergence of hilbert valued martingale measures
• Normed Supports and Limit Theorems for Semimartingales
• ON JACOD–GRIGELIONIS CHARACTERISTICS FOR HILBERT SPACE VALUED SEMIMARTINGALES
• Continuous time reinforcement learning: a random measure approach
• A functional central limit theorem for Hilbert-valued martingales

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