Generalized integration and stochastic ODEs
DOI10.1214/AOP/1020107768zbMATH Open1022.60054OpenAlexW2034652451MaRDI QIDQ1872259FDOQ1872259
Authors: Francesco Russo, Franco Flandoli 
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1020107768
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finite quadratic variation processforward stochastic integration[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=generalized+It%EF%BF%BD%EF%BF%BD-Wentzell+formula&go=Go generalized It��-Wentzell formula]
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Cites Work
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Cited In (15)
- Regularization by noise in one-dimensional continuity equation
- A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
- Well-posedness of the non-local conservation law by stochastic perturbation
- Gaussian and non-Gaussian processes of zero power variation
- The transport equation and zero quadratic variation processes
- An Itô type formula for the additive stochastic heat equation
- Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
- On bifractional Brownian motion
- On stochastic calculus related to financial assets without semimartingales
- Generalized covariation for Banach space valued processes, Itō formula and applications
- Title not available (Why is that?)
- Weak Dirichlet processes with jumps
- The density of the solution to the stochastic transport equation with fractional noise
- Weak Dirichlet processes with a stochastic control perspective
- Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
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