Related papers: On two approaches for obtain of the generalized It…
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…
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.
In this paper we show some exact solutions for the Ito equation. These solutions are obtained by two methods: the tanh method and the projective Riccati equation method.
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…
We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its real and imaginary parts. Conversely, consider a…
We prove the It\^o-Wentzell formula for processes with values in the space of generalized functions by using the stochastic Fubini theorem and the It\^o-Wentzell formula for real-valued processes, appropriate versions of which are also…
In this article the authors present stochastic first integrals (SFI), the generalized It\^o-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions for integral invariants and the Kolmogorov equations,…
In this article we present the stochastic first integrals (SFI), the generalized It\^o-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions for integral invariants and the Kolmogorov equations,…
We derive a generalised It\=o formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred L\'evy process. This formula has a unifying character in the sense that it contains the classical…
The article is devoted to the expansions of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the sense of norm in the space $L_2([t, T]^k),$ $k\in\mathbb{N}.$ The method of generalized multiple…
The paper introduces a novel Ito's formula for time dependent tempered generalized functions. As an application, we study the heat equation when initial conditions are allowed to be a generalized tempered function. A new proof of the…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
The method of exhaustion is generalized to a simple formula that can be used to integrate functions under very general conditions, provided that the integral exists. Both a geometric proof (following the usual procedure for the method of…
Motivated by recent development of mean-field systems with common noise, this paper establishes Ito's formula for flows of conditional probability measures under a common filtration associated with general semimartingales. This generalizes…
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an It\^o formula for a diffusion in a distributional setting, and apply to investigate differentiability-index $s$ and integrability-index $p…
This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C.…
We apply an integral formula obtained by the author for a general $G$--structure to the case of $G=G_2$. We derive an integral formula relating curvatures and some quadratic invariants of the endomorphism induced by the intrinsic torsion.…
Our purpose in this present paper is to investigate generalized integration formulas containing the generalized $k$-Bessel function $W_{v,c}^{k}(z)$ to obtain the results in representation of Wright-type function. Also, we establish certain…
Generalized integral formulas involving the generalized modified k-Bessel function $J_{k,\nu }^{c,\gamma ,\lambda }\left( z\right) $ of first kind are expressed in terms generalized $k-$Wright functions. Some interesting special cases of…
Generalized matrix Lotka-Volterra lattice equations are obtained in a systematic way from a "master equation" possessing a bicomplex formulation.