Stochastic evolution equations and related measure processes
Journal of Multivariate Analysis , Volume 5 - Issue 1 p. 1- 52
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.
|Journal of Multivariate Analysis|
|Organisation||School of Mathematics and Statistics|
Dawson, D.A. (1975). Stochastic evolution equations and related measure processes. Journal of Multivariate Analysis, 5(1), 1–52. doi:10.1016/0047-259X(75)90054-8