倒向It{<$}-Ventzell与随机插值公式
Backward It{ô}-Ventzell and stochastic interpolation formulae
摘要：
本文提出了一个新的向后It{<$}-Ventzell公式，并将Aleeksev-Gröbner插值公式推广到随机流.我们还提出了一些自然的谱条件，产生直接和简单的证明的时间一致的两个随机流之间的差异估计时，他们的漂移和扩散函数是不相同的，产生什么似乎是第一个结果，这类预期模型的这种类型。我们在扩散扰动理论、相互作用扩散和离散时间近似的背景下说明了这些结果的影响
英文摘要：
We present a novel backward It{ô}-Ventzell formula and an extension of the Aleeksev-Gröbner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform estimates of the difference between the two stochastic flows when their drift and diffusion functions are not the same, yielding what seems to be the first results of this type for this class of anticipative models. We illustrate the impact of these results in the context of diffusion perturbation theory, interacting diffusions and discrete time approximations
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