Stochastic Measure Diffusion Processes
1979 ◽
Vol 22
(2)
◽
pp. 129-138
◽
Keyword(s):
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.
2006 ◽
Vol 09
(01)
◽
pp. 155-168
◽
Keyword(s):
1982 ◽
Vol 37
(6)
◽
pp. 81-105
◽
2013 ◽
Vol 123
(5)
◽
pp. 1616-1637
◽
2000 ◽
Vol 116
(4)
◽
pp. 485-504
◽
2010 ◽
Vol 10
(04)
◽
pp. 549-560
◽
2012 ◽
Vol 55
(12)
◽
pp. 2517-2534
◽