Stochastic Measure Diffusion Processes
Canadian mathematical bulletin, Tome 22 (1979) no. 2, pp. 129-138
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The purpose of this article is to give an introduction to the study of a class of stochastic partial differential equations and to give a brief review of some of the recent developments in this field. This study has evolved naturally out of the theory of stochastic differential equations initiated in a pioneering paper of K. Itô [13]. In order to set this review in its appropriate setting we begin by considering a simple scalar stochastic differential equation.
Dawson, Donald A. Stochastic Measure Diffusion Processes. Canadian mathematical bulletin, Tome 22 (1979) no. 2, pp. 129-138. doi: 10.4153/CMB-1979-020-3
@article{10_4153_CMB_1979_020_3,
author = {Dawson, Donald A.},
title = {Stochastic {Measure} {Diffusion} {Processes}},
journal = {Canadian mathematical bulletin},
pages = {129--138},
year = {1979},
volume = {22},
number = {2},
doi = {10.4153/CMB-1979-020-3},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1979-020-3/}
}
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