Convergence Uniform on Compacts in Probability with Applications to Stochastic Analysis in Duals of Nuclear Spaces

MaRDI QIDQ6431362zbMATH OpenFDO

Authors Christian A. Fonseca-Mora

Publication date 29 March 2023

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Abstract: Let $Ph{i}^{\prime }$ denote the strong dual of a nuclear space $Phi$. In this paper we introduce sufficient conditions for the convergence uniform on compacts in probability for a sequence of $Ph{i}^{\prime }$-valued processes with continuous or c'{a}dl`{a}g paths. We use these results to introduce a topology on the space of $Ph{i}^{\prime }$-valued semimartingales which are good integrators. This is done under the assumption that $Phi$ is either a Fr'{e}chet nuclear space or the strict inductive limit of Fr'{e}chet nuclear spaces. In particular, we show that this topology is complete and that the stochastic integral mapping is continuous on the integrators.

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