有限维半鞅序列的U.T.性及随机积分序列的弱收敛

THE U. T. PROPERTY OF SEMIMARTINGALES AND THE WEAK CONVERGENCE OF STOCHASTICS INTEGRAL ON THE FINITE EUCLID SPACE

本文讨论了关于有限维半鞅序列的随机积分序列的弱收敛性和与此半鞅序列相对应的二次变差过程及张量二次变差过程的弱收敛性,推广和修改了Jakubowski A,Memin J,Pages G,[1] DarrellD,Philip P[2] 中相应的结果。

In this paper, we study the weak convergences of stochastic integrals and quadratic variations and the tenson quadratic variations of semimartingales on the finite Euclid Space. The conclusions in Jaknbowski A , Memin J , and Pages G [1]and Darrell D and Philip P [2] are extended and in proved.