Book contents
- Frontmatter
- Contents
- Preface
- Introduction: Motivating examples
- I Foundations
- 1 Random Variables
- 2 Probability measures
- 3 Stochastic processes
- 4 The stochastic integral
- II Existence and Uniqueness
- III Properties of solutions
- A Linear deterministic equations
- B Some results on control theory
- C Nuclear and Hilbert - Schmidt operators
- D Dissipative mappings
- Bibliography
- Index
3 - Stochastic processes
Published online by Cambridge University Press: 21 March 2010
- Frontmatter
- Contents
- Preface
- Introduction: Motivating examples
- I Foundations
- 1 Random Variables
- 2 Probability measures
- 3 Stochastic processes
- 4 The stochastic integral
- II Existence and Uniqueness
- III Properties of solutions
- A Linear deterministic equations
- B Some results on control theory
- C Nuclear and Hilbert - Schmidt operators
- D Dissipative mappings
- Bibliography
- Index
Summary
![Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'](https://static.cambridge.org/content/id/urn%3Acambridge.org%3Aid%3Abook%3A9780511666223/resource/name/firstPage-9780511666223c3_p70-85_CBO.jpg)
- Type
- Chapter
- Information
- Stochastic Equations in Infinite Dimensions , pp. 70 - 85Publisher: Cambridge University PressPrint publication year: 1992