Statements (25)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:appliesTo |
engineering
physics quantitative finance |
| gptkbp:basisFor |
gptkb:Black-Scholes_model
stochastic control theory |
| gptkbp:developedBy |
1940s
|
| gptkbp:field |
gptkb:probability_theory
stochastic analysis |
| https://www.w3.org/2000/01/rdf-schema#label |
Itô calculus
|
| gptkbp:includes |
gptkb:Itô's_lemma
gptkb:Itô_integral |
| gptkbp:language |
gptkb:mathematics
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:relatedTo |
gptkb:Stratonovich_integral
martingale theory |
| gptkbp:usedFor |
Brownian motion
mathematical finance stochastic differential equations |
| gptkbp:bfsParent |
gptkb:Kiyosi_Itô
gptkb:Black–Scholes–Merton_model gptkb:Malliavin_calculus gptkb:Black-Scholes_model gptkb:Brownian_motion_with_drift |
| gptkbp:bfsLayer |
6
|