scientific article; zbMATH DE number 3913365

MaRDI QIDQ3689942zbMATH OpenFDO

Authors R. Mikulevicius

Publication date 1985

zbMATH Keywords

boundary conditionsintegro-differential operatorsmartingale problemsweak convergence to processes with singularities

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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