Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Itō_integral
|
| gptkbp:describes |
relationship between L2 norms
|
| gptkbp:enables |
computation of variances of stochastic integrals
|
| gptkbp:field |
gptkb:stochastic_process
|
| https://www.w3.org/2000/01/rdf-schema#label |
Itō isometry
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itō
|
| gptkbp:relatedTo |
square-integrable processes
stochastic integrals |
| gptkbp:state |
E[(∫₀ᵗ H_s dW_s)^2] = E[∫₀ᵗ H_s^2 ds]
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance stochastic differential equations |
| gptkbp:bfsParent |
gptkb:Kiyoshi_Itō
|
| gptkbp:bfsLayer |
8
|