- skorohod representation (6)
- convergence in distribution (2)
- skorohod representation theorem (2)
- brownian motion (1)
- concrete representation (1)
- condition (c.i.) (1)
- convergence in density (1)
- convergence of probability measures (1)
- feynman--kac formula (1)
- finitely additive probability (1)
- functional law of the iterated logarithm (1)
- girsanov transform (1)
- gittins index (1)
- gluing lemma (1)
- heat equation with boundary conditions (1)
- inhomogeneous convexity (1)
- invariance principle (1)
- large deviation (1)
- local time (1)
- lower class sequences (1)