"The direct approach" for a proof of the generalized Ito-Wentzell formula for a generalized stochastic differential equation

Abstract

This paper is complete proof of one method for obtaining the generalized Ito-Wentzell formula, its basic idea was announced earlier in a pre-print (arXiv:1309.3038v1). This proof sets the approach which uses the Ito formula and the stochastic approximation theory.

arXiv comment18 pages, in Russian

Cited by in corpus (1)

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