scientific article; zbMATH DE number 4009479

MaRDI QIDQ3759649zbMATH OpenFDO

Authors Anatolii V. Skorokhod

Publication date 1986

zbMATH Keywords

additive functionalsgeneratorsupper estimatesstable processescompound Poisson processesSkorokhod spaceoccupation probabilitiesresolvantsstochastic processes with independent incrementsrandom measure with independent incrementsLévy-Khinchin representationKolmogorov's theorem of three rowsStochastic semigroups of linear operators

Mathematics Subject Classification ID

Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Random measures (60G57) Sample path properties (60G17) Stochastic integrals (60H05) Random operators and equations (aspects of stochastic analysis) (60H25)

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• A. V. Skorokhod's investigations in the area of limit theorems for random processes and the theory of stochastic differential equations
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• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
• Probabilistic approximation of the evolution operator
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• The invariant and quasi-invariant transformations of the stable Lévy processes
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