completeness of semimartingale convergence


Let (Ω,F,(Ft)tR+,P) be a filtered probability space. Then, the space of semimartingales S forms a complete ( topological vector spaceMathworldPlanetmath under the semimartingale topology.

That is, semimartingale convergence is a vector topology ( and, for any sequence Xn𝒮 such that Xn-Xm0 as m,n then there exists an X𝒮 with XnX.

Title completeness of semimartingale convergence
Canonical name CompletenessOfSemimartingaleConvergence
Date of creation 2013-03-22 18:40:47
Last modified on 2013-03-22 18:40:47
Owner gel (22282)
Last modified by gel (22282)
Numerical id 4
Author gel (22282)
Entry type Theorem
Classification msc 60G07
Classification msc 60G48
Classification msc 60H05