Statements (15)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:mathematical_concept
|
gptkbp:appliesTo |
gptkb:Itô_diffusion
|
gptkbp:concerns |
diffusion processes
stochastic differential equations martingale problem |
gptkbp:field |
gptkb:probability_theory
stochastic processes |
https://www.w3.org/2000/01/rdf-schema#label |
Stroock–Varadhan theorem
|
gptkbp:namedAfter |
gptkb:S._R._Srinivasa_Varadhan
Daniel W. Stroock |
gptkbp:provides |
existence and uniqueness conditions for solutions to SDEs
|
gptkbp:publishedIn |
1970s
|
gptkbp:significance |
characterizes Markov processes via martingale problem
|
gptkbp:bfsParent |
gptkb:Daniel_Stroock
|
gptkbp:bfsLayer |
6
|