Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:category |
gptkb:mathematics
gptkb:probability_theory |
| gptkbp:definedIn |
gptkb:stochastic_process
|
| gptkbp:generalizes |
gptkb:Wiener_process
Brownian motion |
| gptkbp:hasApplication |
gptkb:Black-Scholes_model
control theory option pricing filtering theory |
| gptkbp:hasComponent |
Brownian motion
diffusion term drift term |
| gptkbp:hasProperty |
gptkb:Markov_property
continuous paths |
| https://www.w3.org/2000/01/rdf-schema#label |
Itô processes
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
|
| gptkbp:relatedTo |
gptkb:martingale
gptkb:Itô's_lemma semimartingale |
| gptkbp:studiedIn |
gptkb:probability_theory
stochastic analysis |
| gptkbp:usedIn |
gptkb:stochastic_process
mathematical finance quantitative finance |
| gptkbp:bfsParent |
gptkb:Girsanov_theorem
|
| gptkbp:bfsLayer |
8
|