A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation
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Publication:2959165
DOI10.3103/S1055134416010028zbMath1374.60103WikidataQ115223384 ScholiaQ115223384MaRDI QIDQ2959165
Publication date: 9 February 2017
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
Poisson measuremean-square convergence\(\delta \)-sequencegeneralized Itô equationItô-Venttsel' formula
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