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Generalized Ito Formula and Some Stochastic Inclusions |
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KeyWord:Ito formula, stochastic evolution inclusions |
Author Name | Affiliation | K. Kuttler | Department of Mathematics, Brigham Young University (retired), 84604, Provo, Utah, US | Ji Li | School of Mathematics and Statistics, Huazhong University of Science and Technology, 430074, Wuhan, Hubei, China |
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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. |
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