Generalized Ito Formula and Some Stochastic Inclusions

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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.

Keywords:

Ito formula stochastic evolution inclusions.
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DOI

10.12150/jnma.2024.526

How to Cite

Generalized Ito Formula and Some Stochastic Inclusions. (2024). Journal of Nonlinear Modeling and Analysis, 6(3), 526-572. https://doi.org/10.12150/jnma.2024.526