Publication:3862204
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zbMath0426.60069MaRDI QIDQ3862204
Daniel W. Stroock, Srinivasa R. S. Varadhan
Publication date: 1979
stochastic differential equation; limit theorems; martingale approach; Cameron-Martin-Girsanov formula; multidimensional diffusion processes; stochastic control and filtering
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter
60J60: Diffusion processes
60F99: Limit theorems in probability theory
93Exx: Stochastic systems and control
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