Vasily Melnikov

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20242026

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math.PR2024

Limit theorems for $σ$ -localized Émery convergence

Vasily Melnikov

Given a bounded sequence ${X^{n}}_{n}$ of semimartingales on a time interval $[0, T]$ , we find a sequence of convex combinations ${Y^{n}}_{n}$ and a limiting semimartingale $Y$ …

math.FA2024

Relative weak compactness in infinite-dimensional Fefferman-Meyer duality

Vasily Melnikov

Let $E$ be a Banach space such that $E^{'}$ has the Radon-Nikodým property. The aim of this work is to connect relative weak compactness in the $E$ -valued martingale Hardy space $H^{1…

Limit theorems for σ-localized Émery convergence

Relative weak compactness in infinite-dimensional Fefferman-Meyer duality

Limit theorems for $σ$ -localized Émery convergence