Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Itô_diffusion
Markov processes |
| gptkbp:describes |
evolution of expected value of a function of a Markov process
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| https://www.w3.org/2000/01/rdf-schema#label |
Dynkin formula
|
| gptkbp:namedAfter |
gptkb:Eugene_Dynkin
|
| gptkbp:publishedIn |
theory of Markov processes
|
| gptkbp:relatedTo |
gptkb:Itô's_lemma
martingale theory |
| gptkbp:usedFor |
computing expected values of functionals of stochastic processes
|
| gptkbp:bfsParent |
gptkb:Eugene_Dynkin
|
| gptkbp:bfsLayer |
6
|