Hilbert值半鞅在广义收敛意义下Doob-Meyer分解的稳定性

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

利用判断Hilbert值右连左极过程胎紧性的充要条件,将实值特殊半鞅典则分解稳定性的结果推广到更一般的Hilbert空间值特殊半鞅.

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.