Stability of Doob-Meyer Decomposition of Hilbert Valued Semimartingales Under Extended Convergence
Liu Hai-yang
Abstract
Liu Hai-yang
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.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
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