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• W2034652451 abstract "Stochastic forward integrals for processes more general than semimartingales are shown to exist, generalized forms of Itô–Wentzell formula and covariation formula are proved, and one-dimensional stochastic equations driven by finite quadratic variation processes and semimartingales are solved. This generalized stochastic calculus is motivated by applications to uniqueness and dependence on parameters for stochastic equations with nonregular drift." @default.
• W2034652451 created "2016-06-24" @default.
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• W2034652451 date "2002-01-01" @default.
• W2034652451 modified "2023-09-29" @default.
• W2034652451 title "Generalized Integration and Stochastic ODEs" @default.
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• W2034652451 doi "https://doi.org/10.1214/aop/1020107768" @default.
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