definition and basic properties, martingales related to Brownian motion, reflection principle, Ito-integral, Ito's formula with simple applications, linear stochastic differential equations for ...

definition and basic properties, martingales related to Brownian motion, reflection principle, Ito-integral, Ito's formula with simple applications, linear stochastic differential equations for ...

Stochastic partial differential equations can be used to model a wide ... However, these concrete areas of application play no role in basic research in mathematics as, irrespective of them ...