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Jan 14, 2021 at 8:57 vote accept Mark
Jan 13, 2021 at 20:22 comment added Mark Thank you for the follow up. This helps me a lot.
Jan 13, 2021 at 20:21 comment added Iosif Pinelis @Mark : Yes, as long as you the continuity, the tightness is preserved.
Jan 13, 2021 at 19:51 comment added Mark Thank you for the answer. Your explanation is pretty good. This real makes my job easier because I don't need to show tightness again. I have showed tightness for a family of probability laws of the solutions of some system of spde in the space $A=C([0,T];H^r(\mathbb{R}))$. It is good to know that I don't need to do that again for the space $B=L^2(0,T;L^2(\mathbb{R}))$. Also if I am not mistaken space $B$ could also be for example $B=L^{\infty}(0,T;L^2(\mathbb{R}))$ or $B=L^2(0,T;L^{\infty}(\mathbb{R}))$ and similar because the emedding stays continuous?
Jan 13, 2021 at 15:19 history answered Iosif Pinelis CC BY-SA 4.0