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

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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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     author = {V. V. Lavrentyev and A. L. Bugrimov},
     title = {Compactness conditions for a family of measures of {Hilbert-valued} continuous semi-martingales},
     journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika},
     pages = {39--51},
     publisher = {mathdoc},
     number = {4},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTPMK_2019_4_a2/}
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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/