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Semimartingales and measure preserving flows

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Publication:1079870
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zbMath0598.60046MaRDI QIDQ1079870

Philip E. Protter

Publication date: 1986

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1986__22_2_127_0


zbMATH Keywords

semimartingalesergodic theoryhelix semimartingale


Mathematics Subject Classification ID

Martingales and classical analysis (60G46) Markov processes (60J99)


Related Items (8)

Perfect cocycles through stochastic differential equations ⋮ Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory ⋮ The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. ⋮ Bernstein inequality under averaging of elliptic systems in periodic random media ⋮ The stable manifold theorem for stochastic differential equations ⋮ Atomic operators, random dynamical systems and invariant measures ⋮ The perfection of local semi-flows and local random dynamical systems with applications to SDEs ⋮ On diffusion approximations for filtering




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