| 5 | Stability of Doob-Meyer Decomposition Under Extended Convergence显示文摘In what follows, we consider the relation between Aldous's extended convergence and weak convergence of filtrations. We prove that, for a sequence (X^n) of Ft^n )-special semimartingales, with canonical decomposition X^n =M^n + A^n, if the extended convergence (X^n,F.^n)→(X,T. ) 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: M^n↑P→M and A^n↑P→ A. | JeanMémin | 2003 | Acta Mathematicae Applicatae Sinica2003，19，2： | 1 |
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