Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS*

DOI10.1081/SAP-100002019zbMath0989.60053MaRDI QIDQ2746376

Yingchao Xie

Publication date: 22 July 2002

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

zbMATH Keywords

martingale measurestochastic integralthe dual of a Fréchet nuclear space

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Related Items (2)

Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures ⋮ Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space

Cites Work

• Ito stochastic integral in the dual of a nuclear space
• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Martingale measures and stochastic calculus
• Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
• Vague convergence of locally integrable martingale measures
• Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures

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