The variant of construction and justification of the generalized Ito-Wentzell's formula
Doobko Valeriy
TL;DR
This paper introduces and examines a new variant for proving the generalized Ito-Wentzell's formula, exploring relationships between different representations of this mathematical result.
Contribution
It presents a novel proof variant for the generalized Ito-Wentzell's formula and analyzes the connections between its various representations.
Findings
A new proof variant for the generalized Ito-Wentzell's formula is proposed.
Relationships between different representations of the formula are established.
Abstract
One of the variants to proof the generalized Ito-Wentzell's formula is introduced and examined in this paper. The relationship between different representations of the generalized Ito-Wentzell's formula/ is considered.
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Taxonomy
TopicsAdvanced Thermodynamics and Statistical Mechanics