Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence

zbMATH Open1164.60362MaRDI QIDQ3538577FDOQ3538577

Authors: Fu-Bo Zhu, Haiyang Liu 

Publication date: 24 November 2008

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zbMATH Keywords

Skorokhod topologyspecial semimartingaleextended convergenceHilbert-valued semimartingale

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales and classical analysis (60G46)

Cited In (4)

• Stability of Doob-Meyer decomposition under extended convergence
• Title not available (Why is that?)
• Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
• Forward-backward martingale decomposition for H-valued additive functional associated with Markov processes

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