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

MaRDI QIDQ3538577zbMATH OpenFDO

Authors Fu-Bo Zhu, Haiyang Liu

Publication date 24 November 2008

zbMATH Keywords

Skorokhod topologyspecial semimartingaleextended convergenceHilbert-valued semimartingale

Mathematics Subject Classification ID

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

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Cited in

(4)

• Stability of Doob-Meyer decomposition under extended convergence
• scientific article; zbMATH DE number 18815 (Why is no real title available?)
• 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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