scientific article; zbMATH DE number 4176128

zbMATH Open0714.60037MaRDI QIDQ3200330FDOQ3200330

Svetlana Anulova, A. Yu. Veretennikov, Albert N. Shiryaev, N. V. Krylov, R. Liptser

Publication date: 1989

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

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zbMATH Keywords

Malliavin calculusmartingalesstochastic calculuslimit theorems for stochastic processesStochastic calculus of variationStochastic differential and evolutional equationssurvey of modern methods in the theory of random processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cited In (13)

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• Extended Itô integrals and the reflection problem
• О сильных решениях стохастических дифференциальных уравнений и их потраекторных аналогов
• Title not available (Why is that?)
• Differentiable measures and the Malliavin calculus
• Solution of one class of systems of stochastic differential equations
• Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company
• The motion of a randomly perturbed Chaplygin sledge
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