On two approaches for obtain of the generalized Ito-Wentzell formula
Probability
2013-09-13 v1
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.
Keywords
Cite
@article{arxiv.1309.3038,
title = {On two approaches for obtain of the generalized Ito-Wentzell formula},
author = {Valery Doobko and Elena Karachanskaya},
journal= {arXiv preprint arXiv:1309.3038},
year = {2013}
}
Comments
23 pages, in Russian, Preprint, 2012, ISBN 978-5-7389-1059-3. (in Russian)