Generalized Ito Formula and Some Stochastic Inclusions

Authors

  • Kenneth Kuttler
  • Ji Li

DOI:

https://doi.org/10.12150/jnma.2024.526

Keywords:

Ito formula, stochastic evolution inclusions.

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.

Downloads

Published

2024-08-29

Abstract View

  • 10929

Pdf View

  • 946

Issue

Vol. 6 No. 3 (2024)

Section

Articles

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