Operator stochastic differential equations and stochastic semigroups
Anatoliĭ Vladimirovich Skorokhod · Russian Mathematical Surveys · 1982
CONTENTSIntroduction § 1. The finite-dimensional case § 2. Stochastic semigroups in the L2-strong theory § 3. Homogeneous strongly continuous semigroups with the group of the first moments § 4. Stochastic equations of diffusion type with constant coefficients § 5. Continuous homogeneous stochastic semigroups in the presence of two moments References