Abstract
Abstract We introduce the space of random bounded linear operators on a separable Banach space such that their range belong to the Skorokhod space of right-continuous with left-hand limits functions. We call these random operators D-valued random variables. Almost sure and weak convergence results for the sequences of such random variables are proved by martingale methods. An application is described for a regime-switching inhomogeneous Lévy dynamics of a risky asset.
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