ABSTRACT
We begin our study of stochastic evolution equations with the simplest case of a
stochastic ordinary differential equation inR. It is here that you will get the lay of the land, learn about some typical questions that are of interest, and develop the machin-
ery to answer them. Striking similarities and sharp differences from the deterministic
setting will become apparent as you work through the chapter. Some standard refer-
ences used throughout this chapter are [11, 62, 178, 193, 244, 251, 287, 302, 318,
333, 375, 397, 399].
