A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation |
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A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (English)
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9 February 2017
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Itô-Venttsel' formula
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generalized Itô equation
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Poisson measure
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\(\delta \)-sequence
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mean-square convergence
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