On the weak convergence of Hilbert space-valued semimartingales to stochastically continuous processes with conditionally independent increments

DOI10.1070/RM1983V038N03ABEH003491zbMath0533.60042MaRDI QIDQ3316301

V. V. Lavrentyev

Publication date: 1983

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

weak convergencefunctional limit theoremHilbert space-valued semimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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