Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Martingales
Brownian Motion Stochastic Processes |
| gptkbp:basisFor |
gptkb:Itô_Calculus
gptkb:Mathematical_Models_in_Finance Stochastic Analysis |
| gptkbp:developedBy |
gptkb:Kiyoshi_Itô
|
| gptkbp:field |
gptkb:Stochastic_Calculus
|
| gptkbp:firstDefined |
1940s
|
| gptkbp:generalizes |
Ordinary Integrals
|
| gptkbp:hasProperty |
Non-anticipative
Pathwise Definition Quadratic Variation |
| https://www.w3.org/2000/01/rdf-schema#label |
Stochastic Integrals
|
| gptkbp:relatedTo |
gptkb:Itô_Integral
gptkb:Stratonovich_Integral Stochastic Differential Equations |
| gptkbp:usedIn |
gptkb:Physics
gptkb:Mathematical_Finance Engineering |
| gptkbp:bfsParent |
gptkb:Henry_McKean
|
| gptkbp:bfsLayer |
7
|