On the Itô-Wentzell formula for distribution-valued processes and related topics

Details On the Itô-Wentzell formula for distribution-valued processes and related topics On the Itô-Wentzell formula for distribution-valued processes and related topics

2009-04-17

arxiv.org/abs/0904.2752v2

Mathematics

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19 pages. The main result is now stronger

Scientific paper

We prove the It\^o-Wentzell formula for processes with values in the space of
generalized functions by using the stochastic Fubini theorem and the
It\^o-Wentzell formula for real-valued processes, appropriate versions of which
are also proved.

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