Stochastic Measure Diffusion Processes
Canadian mathematical bulletin, Tome 22 (1979) no. 2, pp. 129-138

Voir la notice de l'article provenant de la source Cambridge University Press

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
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