Weak Convergence of Hilbert-valued Semimartingale Sequence
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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 X^n=\int_0 a^n\left(X^n, s\right) d Y_s^n+\int_0 b^n\left(X^n, s\right) d A_s^n, \quad X_0^n=0 \quad \forall n \geq 1 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.
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