Year: 2024
Author: Kenneth Kuttler, Ji Li
Journal of Nonlinear Modeling and Analysis, Vol. 6 (2024), Iss. 3 : pp. 526–572
Abstract
This work is on a general integration by parts formula generalizing the Ito formula. An application is given to stochastic inclusions which have a different form than usual.
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.12150/jnma.2024.526
Journal of Nonlinear Modeling and Analysis, Vol. 6 (2024), Iss. 3 : pp. 526–572
Published online: 2024-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 47
Keywords: Ito formula stochastic evolution inclusions.