Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:describedBy |
gptkb:stochastic_process
|
| gptkbp:field |
gptkb:mathematics
gptkb:probability_theory gptkb:stochastic_process |
| gptkbp:generalizes |
gptkb:Wiener_process
Brownian motion |
| gptkbp:hasApplication |
gptkb:Black-Scholes_model
option pricing random walk |
| gptkbp:hasComponent |
diffusion term
drift term |
| https://www.w3.org/2000/01/rdf-schema#label |
Itō process
|
| gptkbp:introducedIn |
1940s
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itō
|
| gptkbp:relatedTo |
gptkb:martingale
gptkb:Itō's_lemma Markov chain |
| gptkbp:usedIn |
engineering
physics financial mathematics |
| gptkbp:bfsParent |
gptkb:Itō's_lemma
|
| gptkbp:bfsLayer |
7
|