scientific article

zbMath1068.60006MaRDI QIDQ3159346

Zabczyk, Jerzy

Publication date: 15 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processGaussian processesMarkov processPoisson processLévy processWeak convergenceDonsker's invariance principleLévy-Ciesielski constructionProkhorov's theoremMartingalesStochastic integrationTightness of measures

Mathematics Subject Classification ID

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

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Integro-PDE in Hilbert spaces: existence of viscosity solutions ⋮ Pathwise uniqueness for singular SDEs driven by stable processes ⋮ On superdiffusive behavior of a passive tracer in a Poisson shot noise field

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