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Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence. (Chinese. English summary) Zbl 1164.60362

Summary: Using the sufficient and necessary condition for the tightness of cadlag Hilbert valued processes, we give the stability of the canonical decomposition of Hilbert-valued semimartingales, which generalizes the corresponding results on \(R\) space.

MSC:

60G46 Martingales and classical analysis
60G51 Processes with independent increments; Lévy processes
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