Essentials from Stochastic Analysis in Linear Spaces

Part of the Theoretical and Mathematical Physics book series (TMP)


In this section we describe some facts and constructions from probability theory and the theory of stochastic processes, some of which are not generally included in standard university courses on these subjects. This is done mainly for convenience of reference, but if necessary this material can be used as an introduction to the subject. Nevertheless the reader is assumed to be familiar with the main notions of probability theory including the notions of a σ-algebra (in particular, a Borel σ-algebra), measure and independent random variables.


Weak Solution Linear Space Probability Space Strong Solution Sample Path 
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.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag London Limited 2011

Authors and Affiliations

  1. 1.Mathematics DepartmentVoronezh State UniversityVoronezhRussia

Personalised recommendations