Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:basisFor |
gptkb:Black-Scholes_model
stochastic control theory filtering theory mathematical modeling of random systems |
| gptkbp:countryOfPublication |
Japanese
|
| gptkbp:developedBy |
gptkb:Kiyoshi_Itô
|
| gptkbp:field |
gptkb:mathematics
gptkb:probability_theory stochastic processes financial mathematics |
| gptkbp:firstPublished |
1944
|
| gptkbp:hasConcept |
gptkb:Itô's_lemma
gptkb:Itô_integral gptkb:Itô_process |
| https://www.w3.org/2000/01/rdf-schema#label |
Itô Calculus
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:relatedTo |
gptkb:martingale
gptkb:Wiener_process gptkb:Stratonovich_calculus Brownian motion |
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance quantitative finance stochastic differential equations |
| gptkbp:bfsParent |
gptkb:Stochastic_Integrals
|
| gptkbp:bfsLayer |
8
|