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arXiv · 1302.1142

A Generalized Ito Formula

Kenneth L. Kuttler·Ji Li
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Abstract

An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of an earlier Ito formula for Gelfand triples. After this, an existence theorem is presented for some singular and degenerate stochastic equations followed by a few examples.

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Kenneth L. Kuttler, Ji Li. 2013-02-05. A Generalized Ito Formula. https://arxiv.org/abs/1302.1142

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