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gptkbp:instanceOf
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gptkb:mathematical_concept
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gptkbp:application
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gptkb:signal_processing
gptkb:Black-Scholes_model
control theory
option pricing
population dynamics
filtering theory
modeling random systems
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gptkbp:developedBy
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20th century
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gptkbp:fieldOfStudy
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gptkb:mathematics
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gptkbp:hasConcept
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gptkb:martingale
gptkb:Itô_calculus
gptkb:Itô's_lemma
gptkb:stochastic_process
gptkb:Stratonovich_integral
Brownian motion
stochastic integration
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gptkbp:hasEquation
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gptkb:Itô's_lemma
gptkb:Itô_integral
gptkb:Poisson_process
gptkb:Wiener_process
gptkb:stochastic_process
gptkb:Stratonovich_integral
gptkb:Kolmogorov_equations
gptkb:Girsanov_theorem
Feynman-Kac formula
Burkholder-Davis-Gundy inequalities
Clark-Ocone formula
Doob-Meyer decomposition
Dynkin's formula
Martingale representation theorem
Optional stopping theorem
Stochastic Taylor expansion
Stochastic chain rule
Stochastic integral
Tanaka formula
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gptkbp:hasSubfield
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gptkb:Malliavin_calculus
stochastic control
stochastic partial differential equations
stochastic numerics
white noise analysis
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|
https://www.w3.org/2000/01/rdf-schema#label
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Stochastic Calculus
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gptkbp:notablePerson
|
gptkb:Kiyoshi_Itô
gptkb:Ruslan_Stratonovich
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gptkbp:relatedTo
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gptkb:probability_theory
stochastic processes
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|
gptkbp:usedIn
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engineering
physics
quantitative finance
financial mathematics
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gptkbp:bfsParent
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gptkb:Stochastic_Integrals
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gptkbp:bfsLayer
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8
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