A Generalized Ito Formula
Analysis of PDEs
2013-02-06 v1
Abstract
An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of an earlier Ito formula for Gelfand triples. After this, an existence theorem is presented for some singular and degenerate stochastic equations followed by a few examples.
Cite
@article{arxiv.1302.1142,
title = {A Generalized Ito Formula},
author = {Kenneth L. Kuttler and Ji Li},
journal= {arXiv preprint arXiv:1302.1142},
year = {2013}
}