Stochastic evolution equations and related measure processes

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.

MoreLess

Year of publication:	1975
Authors:	Dawson, D. A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 1, p. 1-52
Publisher:	Elsevier
Keywords:	Stochastic evolution equations spacetime stochastic process measure process

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160320