Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:application |
gptkb:Black–Scholes_model
quantitative finance filtering theory |
| gptkbp:codomain |
random variables
|
| gptkbp:contrastsWith |
gptkb:Stratonovich_integral
|
| gptkbp:definedIn |
probability space
|
| gptkbp:domain |
adapted processes
|
| gptkbp:field |
gptkb:stochastic_process
|
| gptkbp:generalizes |
gptkb:Riemann–Stieltjes_integral
|
| gptkbp:hasProperty |
martingale property
isometry property non-anticipative |
| https://www.w3.org/2000/01/rdf-schema#label |
Itō integral
|
| gptkbp:introducedIn |
1940s
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itō
|
| gptkbp:notation |
∫ H dB
|
| gptkbp:relatedTo |
gptkb:Itō's_lemma
Brownian motion |
| gptkbp:usedIn |
mathematical finance
stochastic differential equations |
| gptkbp:bfsParent |
gptkb:Itō_calculus
|
| gptkbp:bfsLayer |
7
|