Random Evolutions (RE)
In this chapter we consider the general theory of Random Evolutions Definitions and classification of RE will be given Martingale methods in RE and their applications to the limit theorems for RE will be considered Among limit theorems for RE we study averaging, merging, diffusion approximation, and normal deviations of RE, and rates of convergence in the limit theorems Also we consider various evolutionary equations which arise in the theory of RE, namely, random operator equations of an evolutionary kind, and deterministic operator equations for expectations of the solutions of such equations.
KeywordsCauchy Problem Quadratic Variation Separable Banach Space Martingale Measure Martingale Problem
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