Document Zbl 0579.60050

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Tightness results for laws of diffusion processes application to stochastic mechanics. (English) Zbl 0579.60050

Ann. Inst. Henri Poincaré, Probab. Stat. 21, 103-124 (1985).

The author discusses tightness criteria for some class of semimartingales. As application, an existence theorem of diffusions with singular drifts is obtained.

Cited in 1 Review

Cited in 30 Documents

MSC:

60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)
60G07	General theory of stochastic processes
60J60	Diffusion processes
81P20	Stochastic mechanics (including stochastic electrodynamics)

Keywords:

weak convergence; problem of nodes; tightness criteria; semimartingales; existence theorem of diffusions with singular drifts

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