Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures

DOI10.1016/0304-4149(95)00043-7zbMath0836.60004OpenAlexW2022019946MaRDI QIDQ1904548

Yingchao Xie

Publication date: 22 April 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00043-7

zbMATH Keywords

limit theoremtightnessSkorokhod topologymartingale measuresHilbert valued semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (4)

Limit theorems for cylindrical martingale problems associated with Lévy generators ⋮ Central limit theorems revisited ⋮ Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS^* ⋮ Nonparametric tests for conditional symmetry

Cites Work

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• Martingale measures and stochastic calculus
• On the convergence of vector random measures
• Vague convergence of locally integrable martingale measures
• Weak convergence of sequences of semimartingales with applications to multitype branching processes
• Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales

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