Stability of a class of transformations of distribution-valued processes and stochastic evolution equations |
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| Authors: | Begoña Fernández Luis G Gorostiza |
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| Institution: | (1) Facultad de Ciencias, Universidad Nacional Autónoma de México, Mexico, Mexico |
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| Abstract: | Stability of a class of linear transformations of distribution-valued stochastic processes is studied. Two types of applications to convergence of solutions of stochastic evolution equations are given. One of them, for the case of continuous limits, simplifies the tightness problem considerably due to a recent result of Aldous.Centro de Investigación y de Estudios Avanzados. |
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| Keywords: | Distribution-valued process stochastic evolution equation semimartingale convergence in distribution nuclear space |
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