scientific article

zbMath0714.60037MaRDI QIDQ3200330

Alexander Yu. Veretennikov, Albert N. Shiryaev, Svetlana Anulova, Nicolai V. Krylov, Robert Sh. Liptser

Publication date: 1989

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

zbMATH Keywords

martingalesMalliavin calculusstochastic 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

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

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