2000•Chinese Journal of Applied Probability and StatistiesRequires access
Weak Convergence of Hilbert-valued Semimartingale Sequence
L Kwan, X Yingchao
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Abstract
The convergence of Hilbert-valued semimartingales to continuous semimartingales are discussed under the condition UT. And the stability of stochatic differential equations of type is discussed under jointly weak convergence of driving processes {(Yn, An)}n≥1, where Yn and An are H-valued semimartingale and H-valued finite variation with every component being increasing process, respectively.