Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2019, Issue 4, Pages 39–51
DOI: https://doi.org/10.26456/vtpmk545 (Mi vtpmk545) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Theory of Probability and Mathematical Statistics

Compactness conditions for a family of measures of Hilbert-valued continuous semi-martingales

V. V. Lavrentyeva, A. L. Bugrimovb

a Lomonosov Moscow State University, Moscow
b Moscow State Textile University named after A. N. Kosygin, Moscow
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DOI: https://doi.org/10.26456/vtpmk545
Abstract: In this paper, we consider conditions of relative compactness for a family of measures of Hilbert-valued continuous semimartingales. The conditions are formulated for a triplet of local characteristics of a semimartingale, which is uniquely determined from a semimartingale.
Keywords: semimartingale, Hilbert space, compactness of measures, stochastically continuous processes.
Received: 01.08.2019
Revised: 13.10.2019
Bibliographic databases:
Document Type: Article
UDC: 519.216.8, 519.216.22
Language: Russian
Citation: V. V. Lavrentyev, A. L. Bugrimov, “Compactness conditions for a family of measures of Hilbert-valued continuous semi-martingales”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2019, no. 4, 39–51
Citation in format AMSBIB
\Bibitem{LavBug19}
\by V.~V.~Lavrentyev, A.~L.~Bugrimov
\paper Compactness conditions for a family of measures of Hilbert-valued continuous semi-martingales
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2019
\issue 4
\pages 39--51
\mathnet{http://mi.mathnet.ru/vtpmk545}
\crossref{https://doi.org/10.26456/vtpmk545}
\elib{https://elibrary.ru/item.asp?id=41803973}
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    		Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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