Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:appliesTo |
Brownian motion
stochastic processes |
| gptkbp:basisFor |
gptkb:Black-Scholes_model
mathematical finance |
| gptkbp:developedBy |
1940s
|
| gptkbp:enables |
analysis of noise in systems
modeling of random systems |
| gptkbp:generalizes |
classical calculus
|
| gptkbp:hasConcept |
gptkb:Itō_integral
gptkb:Itō's_lemma |
| gptkbp:hasKeyword |
gptkb:Itō's_lemma
|
| https://www.w3.org/2000/01/rdf-schema#label |
Itō calculus
|
| gptkbp:language |
English
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itō
|
| gptkbp:relatedTo |
gptkb:stochastic_process
gptkb:Stratonovich_calculus |
| gptkbp:usedIn |
gptkb:mathematics
engineering finance physics |
| gptkbp:bfsParent |
gptkb:Jun'ichi_Itō
|
| gptkbp:bfsLayer |
6
|