Please use this identifier to cite or link to this item:
Title: Weak convergence of Hilbert-valued semimartingale sequence
Other Titles: Hilbert-值半鞅序列的弱收敛 (英文)
Authors: Li, LK
Pang, WK
Xie, YG
Keywords: The condition UT of semimartingales
Convergence of Hilbert-valued semimartingales
The stability of SED with respect to Hilbert-valued semimartingales
Issue Date: 2000
Publisher: 華東師範大學出版社
Source: 应用概率统计 (Chinese journal of applied probability and statisties), Nov. 2000, v. 16, no. 4, p. 423-434 How to cite?
Journal: 应用概率统计 (Chinese journal of applied probability and statisties) 
Abstract: The convergence of Hilbert-valued semimartingales to continuous semimartingales are discussed under the condition UT. And the stability of stochatic differential equations of type is discussed under jointly weak convergence of driving processes {(Yn, An)}n≥1, where Yn and An are H-valued semimartingale and H-valued finite variation with every component being increasing process, respectively.
本文在条件 UT下研究了 Hilbert-值半鞅序列到连续 Hilbert-值半鞅的收敛性,并在弱收敛的条件下研究了形如 Xn= an(Xn,s)dYns+ bn(Xn,s)dAns, Xno= 0 n≥1随机微分方程的稳定性,其中Yn和An分别为Hilbert-值半鞅和分量为增过程的Hilbert-值有限变差过程.
ISSN: 1001-4268
Rights: © 2000 中国学术期刊电子杂志出版社。本内容的使用仅限于教育、科研之目的。
© 2000 China Academic Journal Electronic Publishing House. It is to be used strictly for educational and research purposes.
Appears in Collections:Journal/Magazine Article

Files in This Item:
File Description SizeFormat 
r02179.pdf570.94 kBAdobe PDFView/Open
View full-text via PolyU eLinks SFX Query
Show full item record
PIRA download icon_1.1View/Download Contents

Page view(s)

Last Week
Last month
Citations as of Aug 14, 2018


Citations as of Aug 14, 2018

Google ScholarTM


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.