This chapter provides a concise introduction to stochastic calculus, supplying the essential background for the subsequent analysis. Key preliminaries relevant to inverse problems for SPDEs are collected, and a unified notational framework is established for use throughout the book.

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Preliminaries in Stochastic Calculus

  • Qi Lü,
  • Yu Wang

摘要

This chapter provides a concise introduction to stochastic calculus, supplying the essential background for the subsequent analysis. Key preliminaries relevant to inverse problems for SPDEs are collected, and a unified notational framework is established for use throughout the book.