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Stochastic Measure Diffusion Processes

Published online by Cambridge University Press:  20 November 2018

Donald A. Dawson
Donald A. Dawson*
Affiliation:
Department of Mathematics, Carleton University Ottawa Ont. K1S 5B6
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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.

Information

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 22 , Issue 2 , 01 June 1979 , pp. 129 - 138
Copyright
Copyright © Canadian Mathematical Society 1979

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