Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales

DOI10.1017/S002776300000091XzbMath0608.60051OpenAlexW1569226632MaRDI QIDQ3747431

Shintaro Nakao, Michel Métivier

Publication date: 1987

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s002776300000091x

zbMATH Keywords

tightnessHilbert space valued continuous local martingalesHilbert-Schmidt valued processestensor quadratic variationtightness of marginals

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items

Stochastic two dimensional Euler equations ⋮ Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures ⋮ Limit theorems for cylindrical martingale problems associated with Lévy generators ⋮ Nonparametric tests for conditional symmetry

Cites Work

• Unnamed Item
• Unnamed Item
• On tightness and stopping times
• Stopping times and tightness
• Weak convergence of sequences of semimartingales with applications to multitype branching processes