scientific article; zbMATH DE number 2134184

zbMATH Open1068.60006MaRDI QIDQ3159346FDOQ3159346

Authors: Jerzy Zabczyk 

Publication date: 15 February 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Gaussian processesWiener processMarkov processPoisson processProkhorov's theoremDonsker's invariance principleMartingalesWeak convergenceStochastic integrationLévy processLévy-Ciesielski constructionTightness of measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12) General theory of stochastic processes (60G07)

Cited In (5)

• Markov Processes from K. Ito's Perspective (AM-155)
• Pathwise uniqueness for singular SDEs driven by stable processes
• Integro-PDE in Hilbert spaces: existence of viscosity solutions
• On superdiffusive behavior of a passive tracer in a Poisson shot noise field
• Nonstandard characterization of convergence in law for $D[0,1]$-valued random variables

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