Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:application |
engineering
mathematical finance physics quantitative finance |
| gptkbp:codomain |
stochastic processes
|
| gptkbp:definedIn |
semimartingales
|
| gptkbp:domain |
adapted processes
|
| gptkbp:field |
gptkb:stochastic_process
|
| gptkbp:generalizes |
gptkb:Riemann–Stieltjes_integral
|
| https://www.w3.org/2000/01/rdf-schema#label |
Itô Integral
|
| gptkbp:introducedIn |
1940s
|
| gptkbp:keyProperty |
martingale property
non-anticipative |
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:relatedTo |
gptkb:Wiener_process
gptkb:Stratonovich_integral Brownian motion |
| gptkbp:satisfies |
gptkb:Itô's_lemma
gptkb:Itô_isometry |
| gptkbp:usedIn |
stochastic differential equations
|
| gptkbp:bfsParent |
gptkb:Stochastic_Integrals
|
| gptkbp:bfsLayer |
8
|