Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:concerns |
interpretation of stochastic integrals
|
| gptkbp:describes |
choice between Itô and Stratonovich integrals
|
| gptkbp:field |
gptkb:stochastic_process
|
| https://www.w3.org/2000/01/rdf-schema#label |
Itô–Stratonovich dilemma
|
| gptkbp:importantFor |
engineering
mathematical finance physics |
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
gptkb:Ruslan_Stratonovich |
| gptkbp:originatedIn |
stochastic differential equations
|
| gptkbp:relatedTo |
gptkb:Itô_calculus
gptkb:Stratonovich_integral |
| gptkbp:bfsParent |
gptkb:Kiyosi_Itô
|
| gptkbp:bfsLayer |
6
|