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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2024, Issue 1, Pages 5–16
DOI: https://doi.org/10.26456/vtpmk699 (Mi vtpmk699) 		 
Theory of Probability and Mathematical Statistics

Weak convergence of Hilbert-valued semimartingales to a stochastically continuous process with independent increments

V. V. Lavrentyev

Lomonosov Moscow State University, Moscow
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DOI: https://doi.org/10.26456/vtpmk699
Abstract: The paper studies the weak convergence of semimartingales taking values in Hilbert space to an arbitrary stochastically continuous process with independent increments. Sufficient conditions for the weak convergence of such semimartingales to a stochastically continuous semimartingale with independent increments are obtained.
Keywords: semimartingale, Hilbert space, weak convergence, stochastically continuous processes.
Received: 09.12.2023
Revised: 30.01.2024
Bibliographic databases:
Document Type: Article
UDC: 519.216.8,519.216.24
MSC: 60F17, 60G48, 60G51
Language: Russian
Citation: V. V. Lavrentyev, “Weak convergence of Hilbert-valued semimartingales to a stochastically continuous process with independent increments”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2024, no. 1, 5–16
Citation in format AMSBIB
\Bibitem{Lav24}
\by V.~V.~Lavrentyev
\paper Weak convergence of Hilbert-valued semimartingales to a stochastically continuous process with independent increments
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2024
\issue 1
\pages 5--16
\mathnet{http://mi.mathnet.ru/vtpmk699}
\crossref{https://doi.org/10.26456/vtpmk699}
\elib{https://elibrary.ru/item.asp?id=65645554}
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