Publication:3742442

zbMath0605.60057MaRDI QIDQ3742442

Daniel W. Stroock

Publication date: 1987

zbMATH Keywords

Wiener measure; singular integrals; martingale problem; Localization; Cameron-Martin-Girsanov transformation; Doob-Meyer-decomposition; Kunita-Watanabe-theorem

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35K10: Second-order parabolic equations

60Hxx: Stochastic analysis

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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