Czichowsky, Christoph; Westray, Nicholas; Zheng, Harry - Finrisk - 2009
Consider an Rd-valued semimartingale S and a sequence of Rd-valuedS-integrable predictable processes Hn valued in some closed convex set K C Rd,containing the origin. Suppose that the real-valued sequence Hn * S converges toX in the semimartingale topology.[...]