Generalized Ito Formula and Some Stochastic Inclusions

Preview Full PDF

Authors

&

Abstract

This work is on a general integration by parts formula generalizing the Ito formula. An application is given to stochastic inclusions which have a different form than usual.

Keywords:

Ito formula stochastic evolution inclusions.
About this article

Abstract View

Pdf View

DOI

10.12150/jnma.2024.526

How to Cite

Generalized Ito Formula and Some Stochastic Inclusions. (2024). Journal of Nonlinear Modeling and Analysis, 6(3), 526-572. https://doi.org/10.12150/jnma.2024.526