Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Itô_integral
|
| gptkbp:describes |
relationship between L2 norms
|
| gptkbp:enables |
computation of variances of stochastic integrals
|
| gptkbp:field |
gptkb:stochastic_process
|
| https://www.w3.org/2000/01/rdf-schema#label |
Itô isometry
|
| gptkbp:involves |
gptkb:Wiener_process
square-integrable processes |
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:relatedTo |
Brownian motion
|
| gptkbp:state |
E[|∫₀ᵗ H_s dW_s|²] = E[∫₀ᵗ |H_s|² ds]
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance |
| gptkbp:bfsParent |
gptkb:Kiyosi_Itô
|
| gptkbp:bfsLayer |
6
|