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
@article{AIHPB_1985__21_2_103_0,
     author = {Zheng, Wei-An},
     title = {Tightness results for laws of diffusion processes application to stochastic mechanics},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {21},
     number = {2},
     year = {1985},
     pages = {103-124},
     zbl = {0579.60050},
     mrnumber = {798890},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1985__21_2_103_0}
}
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, pp. 103-124. https://www.numdam.org/item/AIHPB_1985__21_2_103_0/

[0] P. Billingsley, Weak convergence of probability measures. CBMS regional conference series in Math., n° 6, Amer. Math. Soc.

[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

[5] E. Nelson, Dynamical theories of brownian motion. Ann. Math. Studies. Princeton University Press, 1967. | MR 214150 | Zbl 0165.58502

[6] R. Rebolledo, La méthode des martingales appliquée à la convergence en loi des processus. Mémoires S.M.F., t. 62, 1979. | Numdam | Zbl 0425.60036

[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