Random Perturbations

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 260)

Summary.

Chapter 1 serves as a preliminary one. Main notations are introduced here, and some results concerning Markov processes, stochastic differential equations, and their relation to partial differential equations are reminded.

Keywords

Diffusion Process Markov Process Random Process Gaussian Process Stochastic Differential Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of MarylandCollege ParkUSA
  2. 2.Department of MathematicsTulane UniversityNew OrleansUSA

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