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arxiv: 1302.1142 · v1 · pith:WWKKV33Hnew · submitted 2013-02-05 · 🧮 math.AP

A Generalized Ito Formula

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keywords formuladegenerateequationsexistencesingularstochasticabstractconsistent
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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 an earlier Ito formula for Gelfand triples. After this, an existence theorem is presented for some singular and degenerate stochastic equations followed by a few examples.

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