On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

JOURNAL ARTICLE published January 1960 in Theory of Probability & Its Applications

Authors: I. V. Girsanov

Asymptotic theory of inference for a certain class of stochastic processes

JOURNAL ARTICLE published June 1979 in Advances in Applied Probability

Authors: I. V. Basawa

Strongly-Feller Processes I. General Properties

JOURNAL ARTICLE published January 1960 in Theory of Probability & Its Applications

Authors: I. V. Girsanov

On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes

JOURNAL ARTICLE published January 1960 in Theory of Probability & Its Applications

Authors: A. V. Skorokhod

The Existence of Absolutely Continuous Local Martingale Measures

JOURNAL ARTICLE published 1 November 1995 in The Annals of Applied Probability

Authors: Freddy Delbaen | Walter Schachermayer

Criteria for Coordinate-Homogeneity for Continuous Markov Processes

JOURNAL ARTICLE published January 1960 in Theory of Probability & Its Applications

Authors: I. D. Cherkasov

Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem

JOURNAL ARTICLE published 1 January 2002 in Electronic Communications in Probability

Authors: Toshio Mikami

On Certain Properties of Continuous Procedures of Stochastic Approximation

JOURNAL ARTICLE published March 1973 in Theory of Probability & Its Applications

Authors: M. B. Nevel’son

Integrability of Absolutely Continuous Transformations of Measures and Applications to Optimal Mass Transportation

JOURNAL ARTICLE published January 2006 in Theory of Probability & Its Applications

Authors: V. I. Bogachev | A. V. Kolesnikov

On Asymptotically Continuous Stochastic Processes

JOURNAL ARTICLE published January 1962 in Theory of Probability & Its Applications

Authors: V. N. Klimov

On a Property of Non-Degenerate Diffusion Processes

JOURNAL ARTICLE published January 1959 in Theory of Probability & Its Applications

Authors: I. V. Girsanov

A Limit Theorem for the Maximum Values of Certain Stochastic Processes

JOURNAL ARTICLE published January 1965 in Theory of Probability & Its Applications

Authors: H. Cramér

On Martingale Measures for Stochastic Processes with Independent Increments

JOURNAL ARTICLE published January 2000 in Theory of Probability & Its Applications

Authors: P. Grandits

Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes

JOURNAL ARTICLE published January 1969 in Theory of Probability & Its Applications

Authors: G. Kallianpur | C. Striebel

Theorems on Large Deviations for a Certain Class of Random Processes

JOURNAL ARTICLE published December 1976 in Theory of Probability & Its Applications

Authors: Jürgen Gärtner

Level crossings of absolutely continuous stationary symmetric $alpha$-stable processes

JOURNAL ARTICLE published 1 May 1997 in The Annals of Applied Probability

Authors: Robert Adler | Gennady Samorodnitsky

Optimal Stopping Rules for Stochastic Processes with Continuous Parameter

JOURNAL ARTICLE published January 1970 in Theory of Probability & Its Applications

Authors: A. G. Fakeev

On Stochastic Approximation for Random Processes with Continuous Time

JOURNAL ARTICLE published January 1971 in Theory of Probability & Its Applications

Authors: T. P. Krasulina

On the Differentiability of Measures Which Correspond to Stochastic Processes. I. Processes with Independent Increments

JOURNAL ARTICLE published January 1957 in Theory of Probability & Its Applications

Authors: A. V. Skorokhod

The Action Functional for a Class of Stochastic Processes

JOURNAL ARTICLE published June 1973 in Theory of Probability & Its Applications

Authors: M. I. Freidlin