Abstract
We shall assume known the basic facts of the Lebesgue integral and measure theory, as well as probability theory. The necessary information concerning these topics is contained, for example, in the corresponding chapters of the book by Kolmogorov and Fomin [1] and in the book by Gikhman and Skorokhod [1]. In this chapter we introduce notation and recall some information from the theory of stochastic processes in an appropriate form. We shall not provide proofs but rather references to the pertinent literature.
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© 1984 Springer-Verlag New York Inc.
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Freidlin, M.I., Wentzell, A.D. (1984). Random Perturbations. In: Random Perturbations of Dynamical Systems. Grundlehren der mathematischen Wissenschaften, vol 260. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0176-9_2
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DOI: https://doi.org/10.1007/978-1-4684-0176-9_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4684-0178-3
Online ISBN: 978-1-4684-0176-9
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