Statements (12)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Bismut-Elworthy-Li_formula
|
| gptkbp:appliesTo |
stochastic differential equations
|
| gptkbp:describes |
gradient of expectations
|
| gptkbp:field |
gptkb:probability_theory
stochastic analysis |
| https://www.w3.org/2000/01/rdf-schema#label |
Bismut formula
|
| gptkbp:namedAfter |
gptkb:Jean-Michel_Bismut
|
| gptkbp:usedFor |
sensitivity analysis
|
| gptkbp:usedIn |
gptkb:Malliavin_calculus
|
| gptkbp:bfsParent |
gptkb:Bismut–Elworthy–Li_formula
|
| gptkbp:bfsLayer |
5
|