2021 | OriginalPaper | Buchkapitel
Some Preliminaries in Stochastic Calculus
verfasst von : Qi Lü, Xu Zhang
Erschienen in: Mathematical Control Theory for Stochastic Partial Differential Equations
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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.