Book contents
- Frontmatter
- Contents
- Preface
- Introduction: motivating examples
- PART ONE FOUNDATIONS
- 1 Random variables
- 2 Probability measures
- 3 Stochastic processes
- 4 The stochastic integral
- PART TWO EXISTENCE AND UNIQUENESS
- PART THREE PROPERTIES OF SOLUTIONS
- Appendix A Linear deterministic equations
- Appendix B Some results on control theory
- Appendix C Nuclear and Hilbert–Schmidt operators
- Appendix D Dissipative mappings
- References
- Index
4 - The stochastic integral
from PART ONE - FOUNDATIONS
Published online by Cambridge University Press: 05 May 2014
- Frontmatter
- Contents
- Preface
- Introduction: motivating examples
- PART ONE FOUNDATIONS
- 1 Random variables
- 2 Probability measures
- 3 Stochastic processes
- 4 The stochastic integral
- PART TWO EXISTENCE AND UNIQUENESS
- PART THREE PROPERTIES OF SOLUTIONS
- Appendix A Linear deterministic equations
- Appendix B Some results on control theory
- Appendix C Nuclear and Hilbert–Schmidt operators
- Appendix D Dissipative mappings
- References
- Index
Summary
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- Stochastic Equations in Infinite Dimensions , pp. 80 - 118Publisher: Cambridge University PressPrint publication year: 2014
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