Geodesic
Compactness conditions for a family of measures of Hilbert-valued continuous semi-martingales
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 4 (2019), pp. 39-51 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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V. V. Lavrentyev; A. L. Bugrimov. Compactness conditions for a family of measures of Hilbert-valued continuous semi-martingales. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 4 (2019), pp. 39-51. http://geodesic.mathdoc.fr/item/VTPMK_2019_4_a2/

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