A Generalized Ito Formula
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🧮 math.AP
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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