scientific article; zbMATH DE number 3416780

MaRDI QIDQ5680837zbMATH OpenFDO

Authors A. Novikov

Publication date 1973

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic integrals (60H05)

Cited in

(11)

• Transformations of diffusion and Schrödinger processes
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
• On the Burkholder-Davis-Gundy inequalities for continuous martingales
• Some sufficient conditions for Novikov's criterion
• On martingale inequalities in non-commutative stochastic analysis
• The Regularity of the Linear Drift in Negatively Curved Spaces
• The role of noise in finite ensembles of nanomagnetic particles
• Maximal inequalities for the iterated fractional integrals
• Support of the solution of a stochastic differential equation
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Differentiating the stochastic entropy for compact negatively curved spaces under conformal changes

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