The generalized Itô-Venttsel' formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral (Q2945827)

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scientific article; zbMATH DE number 6482117
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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
    scientific article; zbMATH DE number 6482117

      Statements

      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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