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Stochastic Measure Diffusion Processes
Published online by Cambridge University Press: 20 November 2018
Extract
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.
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- Copyright © Canadian Mathematical Society 1979
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