TY - JOUR
T1 - Generalized Ito Formula and Some Stochastic Inclusions
AU - Kuttler , Kenneth
AU - Li , Ji
JO - Journal of Nonlinear Modeling and Analysis
VL - 3
SP - 526
EP - 572
PY - 2024
DA - 2024/08
SN - 6
DO - http://doi.org/10.12150/jnma.2024.526
UR - https://global-sci.org/intro/article_detail/jnma/23348.html
KW - Ito formula, stochastic evolution inclusions.
AB - <p style="text-align: justify;">This work is on a general integration by parts formula generalizing
the Ito formula. An application is given to stochastic inclusions which have a
different form than usual.</p>