scientific article; zbMATH DE number 3544944

MaRDI QIDQ4119898zbMATH OpenFDO

Authors George Papanicolaou

Publication date 1975

zbMATH Keywords

limit theorems

Mathematics Subject Classification ID

Diffusion processes (60J60)

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• On martingales in the limit and their classification
• Typical martingale diverges at a typical point
• Martingale approach to limit theorems for jump processes
• Diffusion limit for the radiative transfer equation perturbed by a Wiener process
• Fluctuations in Markov processes. Time symmetry and martingale approximation.
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• The martingale approach after Varadhan and Dolgopyat
• Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory

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