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arXiv · 1309.3038

On two approaches for obtain of the generalized Ito-Wentzell formula

Valery Doobko·Elena Karachanskaya
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Abstract

We consider two approaches for obtain of the generalized Ito-Wentzell formula: the first way uses the generalized Ito's formula; the second one is based on a concept of kernel functions for integral invariants.

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Valery Doobko, Elena Karachanskaya. 2013-09-12. On two approaches for obtain of the generalized Ito-Wentzell formula. https://arxiv.org/abs/1309.3038

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