A. V. Skorokhod's investigations in the area of limit theorems for random processes and the theory of stochastic differential equations

DOI10.1007/BF01056592zbMath0742.60001OpenAlexW2325844801MaRDI QIDQ1814607

Vladimir S. Korolyuk, M. I. Portenko

Publication date: 25 June 1992

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01056592

zbMATH Keywords

stochastic differential equationsMarkov processDonsker's invariance principlestochastic semigroupsmethod of embedding random variables

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) History of mathematics in the 20th century (01A60) Functional limit theorems; invariance principles (60F17) History of probability theory (60-03)

Cites Work

• Operator stochastic differential equations and stochastic semigroups
• On Homogeneous Continuous Markov Processes that are Martingales
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