## Institute of Mathematical Statistics Lecture Notes - Monograph Series

### Chapter 6. Stochastic differential equations

#### Chapter information

**Source***Stochastic differential equations in infinite-dimensional spaces: An extended version of the lectures delivered by Gopinath Kallianpur as part of the 1993 Barrett Lectures at the University of Tennessee, Knoxville, TN.* (Hayward, CA: Institute of Mathematical Statistics, 1995)

**Dates**

First available in Project Euclid: 7 July 2008

**Permanent link to this document**

https://projecteuclid.org/euclid.lnms/1215451874

**Digital Object Identifier**

doi:10.1214/lnms/1215451874

**Rights**

Copyright © 1995, Institute of Mathematical Statistics

#### Citation

Kallianpur, Gopinath; Xiong, Jie. Chapter 6. Stochastic differential equations. Stochastic differential equations in infinite-dimensional spaces, 171--210, Institute of Mathematical Statistics, Hayward, CA, 1995. doi:10.1214/lnms/1215451874. https://projecteuclid.org/euclid.lnms/1215451874