2007•Journal of Xuzhou Normal UniversityRequires access

Stability of Doob-Meyer Decomposition of Hilbert Valued Semimartingales Under Extended Convergence

Liu Hai-yang

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Abstract

Using the sufficent and necessary condition on tightness of cadlag Hilbert valued processes,we give the stability of canonical decomposition of Hilbert-valued semimartingales,which generalizes the corresponding results on R space.

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Using the sufficent and necessary condition on tightness of cadlag Hilbert valued processes,we give the stability of canonical decomposition of Hilbert-valued semimartingales,which generalizes the corresponding results on R space.

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Available abstract

Using the sufficent and necessary condition on tightness of cadlag Hilbert valued processes,we give the stability of canonical decomposition of Hilbert-valued semimartingales,which generalizes the corresponding results on R space.

Key concepts: Mathematics, Stability (learning theory), Decomposition, Convergence (economics), Applied mathematics, Weak convergence, Semimartingale, Computer science

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