Statements (26)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:mathematical_concept
|
gptkbp:application |
engineering
mathematical finance physics quantitative finance |
gptkbp:contrastsWith |
gptkb:Stratonovich_integral
|
gptkbp:defines |
gptkb:Wiener_process
filtration adapted process |
gptkbp:field |
gptkb:stochastic_process
|
gptkbp:generalizes |
gptkb:Lebesgue_integral
stochastic integral |
gptkbp:hasProperty |
isometry property
non-anticipative not pathwise defined |
https://www.w3.org/2000/01/rdf-schema#label |
Itô integral
|
gptkbp:introducedIn |
1940s
|
gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
gptkbp:partOf |
gptkb:Itô_calculus
|
gptkbp:relatedTo |
gptkb:martingale
Brownian motion |
gptkbp:satisfies |
gptkb:Itô's_lemma
gptkb:Itô_isometry |
gptkbp:usedIn |
stochastic differential equations
|
gptkbp:bfsParent |
gptkb:Kiyosi_Itô
|
gptkbp:bfsLayer |
6
|