Stochastic evolution equations and related measure processes |
| |
Authors: | DA Dawson |
| |
Institution: | Department of Mathematics, Carleton University, Ottawa, Canada |
| |
Abstract: | Basic results on stochastic differential equations in Hilbert and Banach space, linear stochastic evolution equations and some classes of nonlinear stochastic evolution equations are reviewed. The emphasis is on equations relevant to the study of spacetime stochastic processes. In particular the class of measure processes, the continuous analogs of spacetime population processes, is studied in detail. |
| |
Keywords: | Stochastic evolution equations spacetime stochastic process measure process 60H05 60H20 |
本文献已被 ScienceDirect 等数据库收录! |
|