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completeness of semimartingale convergence
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(Theorem)
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That is, semimartingale convergence is a vector topology and, for any sequence $X^n\in\mathcal{S}$ such that $X^n-X^m\rightarrow 0$ as $m,n\rightarrow\infty$ then there exists an $X\in\mathcal{S}$ with $X^n\rightarrow X$
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"completeness of semimartingale convergence" is owned by gel.
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| Keywords: |
semimartingale, semimartingale topology, complete, topological vector space |
This object's parent.
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Cross-references: semimartingale topology, topological vector space, semimartingales, filtered probability space
There is 1 reference to this entry.
This is version 1 of completeness of semimartingale convergence, born on 2008-12-31.
Object id is 11430, canonical name is CompletenessOfSemimartingaleConvergence.
Accessed 247 times total.
Classification:
| AMS MSC: | 60G07 (Probability theory and stochastic processes :: Stochastic processes :: General theory of processes) | | | 60G48 (Probability theory and stochastic processes :: Stochastic processes :: Generalizations of martingales) | | | 60H05 (Probability theory and stochastic processes :: Stochastic analysis :: Stochastic integrals) |
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Pending Errata and Addenda
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