The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral (Q2945827): Difference between revisions
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scientific article
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| English | The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral |
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The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral (English)
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14 September 2015
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Ito-Venttsel formula
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generalized stochastic differential equation
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noncentered Poisson measure
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kernel of an integral invariant
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stochastic first integral
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