A. V. Skorokhod's investigations in the area of limit theorems for random processes and the theory of stochastic differential equations
From MaRDI portal
Publication:1814607
DOI10.1007/BF01056592zbMath0742.60001MaRDI QIDQ1814607
M. I. Portenko, Vladimir S. Korolyuk
Publication date: 25 June 1992
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
stochastic differential equations; Markov process; Donsker's invariance principle; stochastic semigroups; method of embedding random variables
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
01A60: History of mathematics in the 20th century
60F17: Functional limit theorems; invariance principles
60-03: History of probability theory
Cites Work
- Operator stochastic differential equations and stochastic semigroups
- On Homogeneous Continuous Markov Processes that are Martingales
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