Convergence of stochastic integrals with respect to Hilbert-valued semimartingales

DOI10.2969/JMSJ/1158241933zbMath1081.60038OpenAlexW1997300072MaRDI QIDQ2569279

Yingchao Xie

Publication date: 18 October 2005

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1158241933

zbMATH Keywords

stability of stochastic differential equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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