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

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

Criteria for Coordinate-Homogeneity for Continuous Markov Processes

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

Authors: I. D. Cherkasov

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

On Asymptotically Continuous Stochastic Processes

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

Authors: V. N. Klimov

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 a Property of Non-Degenerate Diffusion Processes

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

Authors: I. V. Girsanov

On Martingale Measures for Stochastic Processes with Independent Increments

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

Authors: P. Grandits

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

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

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

An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito

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

Authors: I. V. Girsanov

On Conditions for the Perpendicularity of Gaussian Measures Corresponding to Two Stochastic Processes

JOURNAL ARTICLE published January 1963 in Theory of Probability & Its Applications

Authors: V. G. Alekseev

A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps

JOURNAL ARTICLE published March 1978 in Theory of Probability & Its Applications

Authors: L. I. Gal’chuk

The Structure of the Class of Absolutely Admissible Tests

JOURNAL ARTICLE published January 1984 in Theory of Probability & Its Applications

Authors: A. V. Bernshtein