Publication:3742442
From MaRDI portal
zbMath0605.60057MaRDI QIDQ3742442
Publication date: 1987
Wiener measure; singular integrals; martingale problem; Localization; Cameron-Martin-Girsanov transformation; Doob-Meyer-decomposition; Kunita-Watanabe-theorem
60G44: Martingales with continuous parameter
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35K10: Second-order parabolic equations
60Hxx: Stochastic analysis
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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