Probability Theory III

DOI10.1007/978-3-662-03640-2MaRDI QIDQ4372774zbMATH OpenOpenAlexFDO

Authors A. Yu. Veretennikov, Albert N. Shiryaev, Svetlana Anulova, N. V. Krylov, R. Liptser

Publication date 18 December 1997

Published in Encyclopaedia of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-03640-2

zbMATH Keywords

limit theorems for stochastic processesMalliavin calculusmartingalesstochastic calculusstochastic calculus of variationstochastic differential and evolutional equationssurvey of modern methods in the theory of random processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Generalizations of martingales (60G48) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• scientific article; zbMATH DE number 4176128
• Probability theory III. Stochastic calculus. Transl. from the Russian by P. B. Slater
• scientific article; zbMATH DE number 45248
• Stochastic calculus. An introduction through theory and exercises

Cited in

(15)

• Probability theory III. Stochastic calculus. Transl. from the Russian by P. B. Slater
• Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
• scientific article; zbMATH DE number 4176128 (Why is no real title available?)
• scientific article; zbMATH DE number 3952836 (Why is no real title available?)
• scientific article; zbMATH DE number 4030648 (Why is no real title available?)
• scientific article; zbMATH DE number 4082644 (Why is no real title available?)
• scientific article; zbMATH DE number 45248 (Why is no real title available?)
• Stochastically perturbed sliding motion in piecewise-smooth systems
• On Davie's uniqueness for some degenerate SDEs
• scientific article; zbMATH DE number 7311342 (Why is no real title available?)
• On stochastic representation of blow-ups for distributed parameter systems
• Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus
• Large deviations for a simple closed queueing model
• Convergence of locally square integrable martingales to a continuous local martingale

This page was built for publication: Probability Theory III

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4372774)