Generalized Ito Formula and Some Stochastic Inclusions
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@Article{JNMA-6-526,
author = {Kuttler , Kenneth and Li , Ji},
title = {Generalized Ito Formula and Some Stochastic Inclusions},
journal = {Journal of Nonlinear Modeling and Analysis},
year = {2024},
volume = {6},
number = {3},
pages = {526--572},
abstract = {
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.
}, issn = {2562-2862}, doi = {https://doi.org/10.12150/jnma.2024.526}, url = {http://global-sci.org/intro/article_detail/jnma/23348.html} }
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 -
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.
Kenneth Kuttler & Ji Li. (2024). Generalized Ito Formula and Some Stochastic Inclusions.
Journal of Nonlinear Modeling and Analysis. 6 (3).
526-572.
doi:10.12150/jnma.2024.526
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