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An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

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Publication:5578119
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DOI10.1214/aoms/1177697719zbMath0185.44702OpenAlexW2094798499MaRDI QIDQ5578119

Harold J. Kushner

Publication date: 1969

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697719

zbMATH Keywords

probability theory



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Weak convergence and approximations for partial differential equations with stochastic coefficients, Convergence of stochastic flows connected with stochastic ordinary differential equations, The microlocal irregularity of Gaussian noise



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