paper

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

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.

arXiv comment23 pages, in Russian, Preprint, 2012, ISBN 978-5-7389-1059-3. (in Russian)