Geodesic
A “direct” method to prove the generalized It\^o--Venttsel' formula for a generalized stochastic differential equation
Matematičeskie trudy, Tome 18 (2015) no. 1, pp. 27-47

Voir la notice de l'article provenant de la source Math-Net.Ru

For the first time we present a complete proof (from the standpoint of stochastic analysis) of the generalized Itô–Venttsel' formula whose ideas were adduced in [8]. The proposed proof is an approach to construct the generalized Itô–Venttsel' formula based on the direct application of the generalized Itô formula and the theory of stochastic approximation in contrast to the proof presented in [17] and based on the method of the integral invariants of a stochastic differential equation. 
@article{MT_2015_18_1_a2,
     author = {E. V. Karachanskaya},
     title = {A {\textquotedblleft}direct{\textquotedblright} method to prove the generalized {It\^o--Venttsel'} formula for a generalized stochastic differential equation},
     journal = {Matemati\v{c}eskie trudy},
     pages = {27--47},
     publisher = {mathdoc},
     volume = {18},
     number = {1},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2015_18_1_a2/}
}
TY  - JOUR
AU  - E. V. Karachanskaya
TI  - A “direct” method to prove the generalized It\^o--Venttsel' formula for a generalized stochastic differential equation
JO  - Matematičeskie trudy
PY  - 2015
SP  - 27
EP  - 47
VL  - 18
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MT_2015_18_1_a2/
LA  - ru
ID  - MT_2015_18_1_a2
ER  - 
%0 Journal Article
%A E. V. Karachanskaya
%T A “direct” method to prove the generalized It\^o--Venttsel' formula for a generalized stochastic differential equation
%J Matematičeskie trudy
%D 2015
%P 27-47
%V 18
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MT_2015_18_1_a2/
%G ru
%F MT_2015_18_1_a2
E. V. Karachanskaya. A “direct” method to prove the generalized It\^o--Venttsel' formula for a generalized stochastic differential equation. Matematičeskie trudy, Tome 18 (2015) no. 1, pp. 27-47. http://geodesic.mathdoc.fr/item/MT_2015_18_1_a2/