Statements (21)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Itô_process
|
| gptkbp:category |
gptkb:probability_theory
mathematical analysis |
| gptkbp:countryOfPublication |
Japanese
|
| gptkbp:describes |
differential of a function of a stochastic process
|
| gptkbp:field |
gptkb:stochastic_process
|
| gptkbp:firstPublished |
1944
|
| gptkbp:generalizes |
gptkb:Taylor's_theorem
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:relatedTo |
Brownian motion
chain rule |
| gptkbp:usedFor |
gptkb:Black-Scholes_equation
option pricing |
| gptkbp:usedIn |
mathematical finance
quantitative finance stochastic differential equations |
| gptkbp:bfsParent |
gptkb:Itô_calculus
gptkb:Kiyosi_Itô |
| gptkbp:bfsLayer |
7
|
| https://www.w3.org/2000/01/rdf-schema#label |
Itô's lemma
|