Stability of Doob-Meyer Decomposition of Hilbert Valued Semimartingales Under Extended Convergence

Liu Hai-yang · Journal of Xuzhou Normal University · 2007

Using the sufficent and necessary condition on tightness of cadlag Hilbert valued processes,we give the stability of canonical decomposition of Hilbert-valued semimartingales,which generalizes the corresponding results on R space.

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