Language:   Search:   Contact
World of
Mathematics Database
»ZBMATH« MSC 2000
MSC 2010 Reviewer
Service Subscription
»ZBMATH«
ZBMATH Database | Simple Search Print
Read more | Try MathML | Hide
Zentralblatt MATH has released its new interface!
For an improved author identification, see the new author database of ZBMATH.

ZBMATH Database Simple Search Advanced Search Command Search

Simple Search

Query:
Enter a query and click »Search«...
Format:
Display: entries per page entries
Zbl 0579.60050
Zheng, W.A.
Tightness results for laws of diffusion processes application to stochastic mechanics. (English)
[J] Ann. Inst. Henri Poincaré, Probab. Stat. 21, 103-124 (1985). ISSN 0246-0203

The author discusses tightness criteria for some class of semimartingales. As application, an existence theorem of diffusions with singular drifts is obtained.
MSC 2000:
*60H10 Stochastic ordinary differential equations
60G07 General theory of stochastic processes
60J60 Diffusion processes
81P20 Stochastic mechanics (including stochastic electrodynamics)

Keywords: weak convergence; problem of nodes; tightness criteria; semimartingales; existence theorem of diffusions with singular drifts

Cited in: Zbl 0646.60066

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Article Journal Journal Journal

Login Username: Password:

Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Master Server

Zentralblatt MATH Berlin [Germany]

© FIZ Karlsruhe GmbH

Zentralblatt MATH master server is maintained by the Editorial Office in Berlin, Section Mathematics and Computer Science of FIZ Karlsruhe and is updated daily.

Other Mirror Sites

Copyright © 2013 Zentralblatt MATH | European Mathematical Society | FIZ Karlsruhe | Heidelberg Academy of Sciences
Published by Springer-Verlag | Webmaster