Martingales dépendant d'un paramètre: une formule d'Ito

DOI10.1007/BF01957096zbMath0468.60055OpenAlexW2325329331MaRDI QIDQ3921920

Alain-Sol Sznitman

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01957096

zbMATH Keywords

averaging problemIto formulamixing assumptions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites Work

• Potentiel markovien récurrent des chaînes de Harris. (Recurrent Markov potential of Harris chains)
• THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
• Asymptotic analysis of transport processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• On Square Integrable Martingales
• Wave Propagation in a One-Dimensional Random Medium
• A limit theorem with strong mixing in banach space and two applications to stochastic differential equations
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