Statements (21)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:stochastic_process
|
gptkbp:definedIn |
gptkb:stochastic_process
|
gptkbp:field |
gptkb:mathematics
gptkb:probability_theory |
gptkbp:generalizes |
gptkb:Wiener_process
Brownian motion |
gptkbp:hasApplication |
gptkb:Black-Scholes_model
option pricing |
gptkbp:hasComponent |
diffusion term
drift term |
gptkbp:hasProperty |
gptkb:Markov_property
continuous paths |
https://www.w3.org/2000/01/rdf-schema#label |
Itô process
|
gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
gptkbp:relatedTo |
gptkb:martingale
gptkb:Itô's_lemma semimartingale |
gptkbp:usedIn |
gptkb:stochastic_process
mathematical finance |
gptkbp:bfsParent |
gptkb:Brownian_motion_with_drift
|
gptkbp:bfsLayer |
6
|