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- W2012132281 abstract "We study the convergence in probability in the non-standard M1 Skorokhod topology of the Hilbert valued stochastic convolution integrals of the type to a process driven by a Lévy process L. In Banach spaces, we introduce strong, weak. and product modes of -convergence, prove a criterion for the -convergence in probability of stochastically continuous càdlàg processes in terms of the convergence in probability of the finite dimensional marginals and a good behavior of the corresponding oscillation functions, and establish criteria for the convergence in probability of Lévy driven stochastic convolutions. The theory is applied to the infinitely dimensional integrated Ornstein–Uhlenbeck processes with diagonalizable generators." @default.
- W2012132281 created "2016-06-24" @default.
- W2012132281 creator A5009926506 @default.
- W2012132281 creator A5074858098 @default.
- W2012132281 date "2015-02-02" @default.
- W2012132281 modified "2023-10-17" @default.
- W2012132281 title "Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces" @default.
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- W2012132281 doi "https://doi.org/10.1080/07362994.2014.988358" @default.
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