Zheng, W. A.
Tightness results for laws of diffusion processes application to stochastic mechanics
Annales de l'I.H.P. Probabilités et statistiques, Tome 21 (1985) no. 2 , p. 103-124
Zbl 0579.60050 | MR 798890 | 8 citations dans Numdam
URL stable : http://www.numdam.org/item?id=AIHPB_1985__21_2_103_0

Bibliographie

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[1] E. Carlen, Conservative diffusions. Prepublication. Princeton University, Physics Department, January 1984. Comm. Math. Physics, t. 94, 1984, p. 293-316. MR 763381 | Zbl 0558.60059

[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. Numdam | MR 658725 | Zbl 0539.58039

[3] P.A. Meyer and W.A. Zheng, Tightness criteria for laws of semimartingales. Ann. Inst. Henri Poincaré, t. 20, 1984, p. 353-372. Numdam | MR 771895 | Zbl 0551.60046

[4] P.A. Meyer and W.A. Zheng, Construction de processus de Nelson réversibles. Sem. Prob. XIX, Lecture Notes in M., 1985. Numdam | Zbl 0564.60075

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[7] C. Stricker Quelques remarques sur les semimartingales gaussiennes et le problème de 1'innovation. Filtering and Control of Markov Processes. L. Notes in Control Inf. 61, Springer 1984. MR 874835 | Zbl 0546.60044