Tightness results for laws of diffusion processes application to stochastic mechanics

W. A. Zheng

Annales de l'I.H.P. Probabilités et statistiques (1985)

  • Volume: 21, Issue: 2, page 103-124
  • ISSN: 0246-0203

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Zheng, W. A.. "Tightness results for laws of diffusion processes application to stochastic mechanics." Annales de l'I.H.P. Probabilités et statistiques 21.2 (1985): 103-124. <http://eudml.org/doc/77251>.

@article{Zheng1985,
author = {Zheng, W. A.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {weak convergence; problem of nodes; tightness criteria; semimartingales; existence theorem of diffusions with singular drifts},
language = {eng},
number = {2},
pages = {103-124},
publisher = {Gauthier-Villars},
title = {Tightness results for laws of diffusion processes application to stochastic mechanics},
url = {http://eudml.org/doc/77251},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Zheng, W. A.
TI - Tightness results for laws of diffusion processes application to stochastic mechanics
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1985
PB - Gauthier-Villars
VL - 21
IS - 2
SP - 103
EP - 124
LA - eng
KW - weak convergence; problem of nodes; tightness criteria; semimartingales; existence theorem of diffusions with singular drifts
UR - http://eudml.org/doc/77251
ER -

References

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  1. [0] P. Billingsley, Weak convergence of probability measures. CBMS regional conference series in Math., n° 6, Amer. Math. Soc. 
  2. [1] E. Carlen, Conservative diffusions. Prepublication. Princeton University, Physics Department, January 1984. Comm. Math. Physics, t. 94, 1984, p. 293-316. Zbl0558.60059MR763381
  3. [2] P.A. Meyer, Geometric differentielle stochastique (bis). La mécanique stochastique de Nelson . Sém. Prob. XVI, Supplément. Lecture Notes in M.921, Springer-Verlag, 1982. Zbl0539.58039MR658725
  4. [3] P.A. Meyer and W.A. Zheng, Tightness criteria for laws of semimartingales. Ann. Inst. Henri Poincaré, t. 20, 1984, p. 353-372. Zbl0551.60046MR771895
  5. [4] P.A. Meyer and W.A. Zheng, Construction de processus de Nelson réversibles. Sem. Prob. XIX, Lecture Notes in M., 1985. Zbl0564.60075
  6. [5] E. Nelson, Dynamical theories of brownian motion. Ann. Math. Studies. Princeton University Press, 1967. Zbl0165.58502MR214150
  7. [6] R. Rebolledo, La méthode des martingales appliquée à la convergence en loi des processus. Mémoires S.M.F., t. 62, 1979. Zbl0425.60036
  8. [7] C. StrickerQuelques remarques sur les semimartingales gaussiennes et le problème de 1'innovation. Filtering and Control of Markov Processes. L. Notes in Control Inf.61, Springer1984. Zbl0546.60044MR874835

Citations in EuDML Documents

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  1. Jean Picard, Une classe de processus stable par retournement du temps
  2. Wei-An Zheng, Meyer's topology and brownian motion in a composite medium
  3. Patrick Cattiaux, Christian Léonard, Minimization of the Kullback information of diffusion processes
  4. R. J. Williams, W. A. Zheng, On reflecting brownian motion — a weak convergence approach
  5. Rolando Rebolledo, Sur les semigroupes dynamiques quantiques
  6. E. Pardoux, R. J. Williams, Symmetric reflected diffusions
  7. Patrick Cattiaux, Christian Léonard, Minimization of the Kullback information for some Markov processes

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