Random Perturbations

Abstract

We shall assume known the basic facts of the Lebesgue integral and measure theory, as well as probability theory. The necessary information concerning these topics is contained, for example, in the corresponding chapters of the book by Kolmogorov and Fomin [1] and in the book by Gikhman and Skorokhod [1]. In this chapter we introduce notation and recall some information from the theory of stochastic processes in an appropriate form. We shall not provide proofs but rather references to the pertinent literature.