Stochastic analysis on extended sample space and a tightness result

DOI10.1007/BF01198173zbMath0719.60076MaRDI QIDQ2640234

Zhen-Qing Chen

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

tightnessDirichlet spaceItô's formulacontinuity results

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

On reflected Dirichlet spaces

Cites Work

• Tightness criteria for laws of semimartingales
• Symmetric Markov processes
• On a martingale method for symmetric diffusion processes and its applications
• On conditional diffusion processes
• Stochastic calculus for continuous additive functionals of zero energy
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