Abstract
This chapter is a concise introduction to stochastic calculus (in infinite dimensions in particular), which will play a fundamental role throughout this book. Especially, we collect the most relevant preliminaries for studying control problems in stochastic distributed parameter systems. Also, we will provide some unified notations (which may differ from one paper/book to another) to be used in later chapters.
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Lü, Q., Zhang, X. (2021). Some Preliminaries in Stochastic Calculus. In: Mathematical Control Theory for Stochastic Partial Differential Equations. Probability Theory and Stochastic Modelling, vol 101. Springer, Cham. https://doi.org/10.1007/978-3-030-82331-3_2
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DOI: https://doi.org/10.1007/978-3-030-82331-3_2
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Publisher Name: Springer, Cham
Print ISBN: 978-3-030-82330-6
Online ISBN: 978-3-030-82331-3
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