Is there a good derivation of the Ito-Wentzell Formula which is a generalization of the Ito's Lemma?
Here are some unsatisfactory references to the Ito-Wentzell Formula: http://mathema.tician.de/dl/academic/notes/spde/spde.pdf has a cursory mention and an ambiguity description of it. http://edoc.hu-berlin.de/series/sfb-373-papers/2002-53/PDF/53.pdf cites it in apparently rigorous fashion but skimped on the derivation. http://arxiv.org/abs/1309.3038 looks promising but unfortunately is in Russian, which I do not read.