Statements (20)
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
|
https://www.w3.org/2000/01/rdf-schema#label |
Itô's lemma
|
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:Kiyosi_Itô
|
gptkbp:bfsLayer |
6
|