Stochastic Equations in Infinite Dimensions (Paperback)

Part I. Foundations: 1. Random variables; 2. Probability measures; 3. Stochastic processes; 4. The stochastic integral; Part II. Existence and Uniqueness: 5. Linear equations with additive noise; 6. Linear equations with multiplicative noise; 7. Existence and uniqueness for nonlinear equations; 8. Martingale solutions; Part III. Properties of Solutions: 9. Markov properties and Kolmogorov equations; 10. Absolute continuity and Girsanov's theorem; 11. Large time behaviour of solutions; 12. Small noise asymptotic.