Nested sequences of index filtrations and continuation of the connection matrix

In this paper, we prove the existence of nested sequences of index filtrations for convergent sequences of (admissible) semiflows on a metric space. This result is new even in the context of flows on a locally compact space. The nested index filtration theorem implies the continuation of homology index braids which, in turn, implies the continuation of connection matrices in the infinite-dimensional Conley index theory.