| Hilbert-值半鞅序列的弱收敛 |
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| 引用本文： | 李亮坤,彭运佳,谢颖超.Hilbert-值半鞅序列的弱收敛[J].应用概率统计,2000,16(4):423-434. |
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| 作者姓名： | 李亮坤 彭运佳 谢颖超 |
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| 作者单位： | 1. 香港理工大学应用数学系,香港
2. 徐州师范大学数学系,徐州,221009 |
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| 摘 要： | 本文在条件UT下研究了Hilbert-值半鞅序列到连续Hilbert-值半鞅的收敛性，并在弱收敛的条件下研究了形如X^n=∫oa^n(X^n.,s)dY^ns ∫ob^n(X^n.,s)dA^ns,X^no=O,任意n≥1随机微分方程的稳定性，其中Y^n和A^n分别为Hilbert-值半鞅和分量为增过程的Hilbert-值有限变差过程。
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| 关 键 词： | UT条件 HILBERT－值半鞅 随机微分方程 稳定性 弱收敛 |
| 修稿时间： | 1999年10月15 |
Week Convergence of Hilbert-valued Semimartingale Sequence |
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| Leong-kwan Li,Wan-Kai Pang,Yingchao Xie.Week Convergence of Hilbert-valued Semimartingale Sequence[J].Chinese Journal of Applied Probability and Statisties,2000,16(4):423-434. |
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| Authors: | Leong-kwan Li Wan-Kai Pang Yingchao Xie |
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| Abstract: | The convergence of Hilbert-valued semimartingales to continuous semimartingales are discussed under the condition UT. And the stability of stochastic differential equations of typeXn=∫10an(Xn,s)dYn,+∫10bn(Xn,s)dAns,Xn0=0(A)n≥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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| Keywords: | The condition UT of semimartingales convergence of Hilbert-valued semimartingales the stability of SED with respect to Hilbert-valued semimartingales |
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