On the Itô--Wentzell formula for distribution-valued processes and related topics
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Publication:718886
DOI10.1007/S00440-010-0275-XzbMATH Open1238.60060arXiv0904.2752OpenAlexW2026288894MaRDI QIDQ718886FDOQ718886
Authors: N. V. Krylov 
Publication date: 27 September 2011
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We prove the It^o-Wentzell formula for processes with values in the space of generalized functions by using the stochastic Fubini theorem and the It^o-Wentzell formula for real-valued processes, appropriate versions of which are also proved.
Full work available at URL: https://arxiv.org/abs/0904.2752
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