الفهرس | Only 14 pages are availabe for public view |
Abstract In this thesis, we introduce the stochastic dierential equations. First of all, we collect some basic facts and denitions such as random variable, stochastic process, Brownian motion process, stochastic integrals, etc., we introduce also the theorems of the existence and uniqueness of a solution to stochastic dierential equation and we discuss the uniqueness ”pathwise uniqueness” of the solutions of stochastic partial dierential equations (SPDEs) with nonlocal initial condition. |