Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
gptkb:stochastic_process |
| gptkbp:category |
stochastic processes
|
| gptkbp:describes |
gptkb:continuous-time_Markov_process
|
| gptkbp:field |
gptkb:probability_theory
gptkb:stochastic_process |
| gptkbp:generalizes |
Brownian motion
|
| gptkbp:governedBy |
gptkb:stochastic_process
|
| gptkbp:hasComponent |
diffusion term
drift term |
| gptkbp:hasProperty |
gptkb:Markov_property
continuous sample paths |
| https://www.w3.org/2000/01/rdf-schema#label |
Itō diffusion
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itō
|
| gptkbp:relatedTo |
gptkb:Kolmogorov_forward_equation
gptkb:Kolmogorov_backward_equation gptkb:Fokker–Planck_equation |
| gptkbp:solvedBy |
Itō SDE
|
| gptkbp:usedIn |
biology
mathematical finance physics |
| gptkbp:bfsParent |
gptkb:Kiyoshi_Itō
|
| gptkbp:bfsLayer |
8
|