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Publication:3862204
zbMath0426.60069MaRDI QIDQ3862204
Daniel W. Stroock, Srinivasa R. S. Varadhan
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationlimit theoremsmartingale approachCameron-Martin-Girsanov formulamultidimensional diffusion processesstochastic control and filtering
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Limit theorems in probability theory (60F99) Stochastic systems and control (93Exx)
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