Tightness of probability measures in D([0,T];C) and D([0,T];D)

DOI10.2969/jmsj/03820309zbMath0606.60007OpenAlexW2094772606MaRDI QIDQ1084739

Hiroshi Kunita

Publication date: 1986

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03820309

zbMATH Keywords

Levy processestightness criteriatightness of stochastic flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10)

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