Tightness results for laws of diffusion processes application to stochastic mechanics

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_2_103_0

zbMATH Keywords

weak convergence semimartingales tightness criteria existence theorem of diffusions with singular drifts problem of nodes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) General theory of stochastic processes (60G07) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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