On two approaches for obtain of the generalized Ito-Wentzell formula

2013/09/12 by Doobko, Valery, Karachanskaya, Elena
#60H30 #FOS: Mathematics #Primary: 60G60 #Probability (math.PR) #Secondary: 60H15

paper · doi:10.48550/arxiv.1309.3038

Abstract

We consider two approaches for obtain of the generalized Ito-Wentzell formula: the first way uses the generalized Ito's formula; the second one is based on a concept of kernel functions for integral invariants.

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