Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:alsoKnownAs |
gptkb:drifted_Brownian_motion
|
| gptkbp:describedBy |
gptkb:stochastic_process
|
| gptkbp:distribution |
gptkb:normal_distribution
|
| gptkbp:generalizes |
gptkb:standard_Brownian_motion
|
| gptkbp:generation |
second order differential operator
|
| gptkbp:hasApplication |
option pricing
diffusion processes random walk models |
| gptkbp:hasComponent |
Brownian motion
linear drift term |
| gptkbp:hasSpecialCase |
gptkb:Itô_process
|
| https://www.w3.org/2000/01/rdf-schema#label |
Brownian motion with drift
|
| gptkbp:meaning |
linear function of time
|
| gptkbp:parameter |
volatility
drift rate |
| gptkbp:solvedBy |
gptkb:Itô_calculus
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance physics |
| gptkbp:variant |
proportional to time
|
| gptkbp:bfsParent |
gptkb:spectrally_positive_Lévy_process
|
| gptkbp:bfsLayer |
5
|