Stability of Doob-Meyer Decomposition Under Extended Convergence

作     者：JeanMémin 

作者机构：IRMAR Universite de RENNES 1 Campus de Beaulieu35042 RENNES CedexFrance & Institute of MathematicsShandong UniversityJinan 250100China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2003年第19卷第2期

页      面：177-190页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Extended convergence weak convergence of filtrations special semimartingales Skorokhod topology 

摘      要：In what follows, we consider the relation between Aldous s extended convergence and weak convergence of nitrations. We prove that, for a sequence (Xn) of J_t^n)-special semimartingales, with canonical decomposition Xn = Mn + An, if the extended convergence (***)→ (X,F.) holds with a quasi-left continuous (Ft)-special semimartingale X = M + A, then, under an additional assumption of uniform integrability, we get the convergence in probability under the Skorokhod topology: Mn→M and An→A.