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arXiv · 1309.3365

"The direct approach" for a proof of the generalized Ito-Wentzell formula for a generalized stochastic differential equation

Elena V. Karachanskaya
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Abstract

This paper is complete proof of one method for obtaining the generalized Ito-Wentzell formula, its basic idea was announced earlier in a pre-print (arXiv:1309.3038v1). This proof sets the approach which uses the Ito formula and the stochastic approximation theory.

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Elena V. Karachanskaya. 2013-09-13. "The direct approach" for a proof of the generalized Ito-Wentzell formula for a generalized stochastic differential equation. https://arxiv.org/abs/1309.3365

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