scientific article; zbMATH DE number 3720093

MaRDI QIDQ3909761zbMATH OpenFDO

Authors Constantin Tudor

Publication date 1980

zbMATH Keywords

martingale problemtwo dimensional time parameter

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(7)

• Convergence of two-parameter stochastic processes
• Weak convergence of Markov chains with two-parameter time
• Diffusion approximation for hyperbolic stochastic differential equations
• Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
• Proof of existence theorems for the two-parameter martingale problem
• Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
• The action functional for a family of diffusion fields in the plane

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