scientific article; zbMATH DE number 2134184

MaRDI QIDQ3159346zbMATH OpenFDO

Authors Jerzy Zabczyk

Publication date 15 February 2005

zbMATH Keywords

Donsker's invariance principleGaussian processesLévy processLévy-Ciesielski constructionMarkov processMartingalesPoisson processProkhorov's theoremStochastic integrationTightness of measuresWeak convergenceWiener process

Mathematics Subject Classification ID

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

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Cited in

(5)

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

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