Stroock–Varadhan theorem

GPTKB entity

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