ON THE STOCHASTIC DIFFERENTIAL EQUALITIES

We give a new sense of stochastic differential equalities. we show that if there exists a stochastic process b which satisfies a set of conditions forming what we called ‘the h hypothesis’, then b could play the same part as the brownian motion in stochastic calculus and a series of results known in this calculus can be rigorously proved. this new theory is not a formal generalization of the stochastic calculus, it has distinct basis and it develops itself by means of its own tools.