scientific article; zbMATH DE number 6687650

MaRDI QIDQ2963777zbMATH OpenFDO

Authors E. V. Karachanskaya

Publication date 21 February 2017

zbMATH Keywords

delta-functiondensity of normal distributiongeneralized Itô equationItô-Venttsel' formulamean square convergencePoisson measure

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
• Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
• A generalization of the Itô formula
• scientific article; zbMATH DE number 4119347
• scientific article; zbMATH DE number 862387
• A relatively short proof of Itô's formula for SPDEs and its applications
• A random walk analogue of Lévy’s Theorem
• Itô formula for generalized Lévy functionals
• scientific article; zbMATH DE number 25146

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2963777)