Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence
From MaRDI portal
Publication:3538577
zbMATH Open1164.60362MaRDI QIDQ3538577FDOQ3538577
Authors: Fu-Bo Zhu, Haiyang Liu
Publication date: 24 November 2008
Recommendations
- Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
- Convergence of stochastic integrals with respect to Hilbert-valued semimartingales
- Stability of Doob-Meyer decomposition under extended convergence
- scientific article; zbMATH DE number 18815
- Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
Processes with independent increments; Lévy processes (60G51) Martingales and classical analysis (60G46)
Cited In (4)
This page was built for publication: Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3538577)