Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_integral
|
| gptkbp:application |
stochastic differential equations
|
| gptkbp:definedIn |
semimartingales
|
| gptkbp:distinctFrom |
Itô integral uses non-anticipative integrands
Stratonovich integral is symmetric in time |
| gptkbp:hasProperty |
chain rule similar to classical calculus
|
| gptkbp:introducedIn |
1960s
|
| gptkbp:namedAfter |
gptkb:Ruslan_Stratonovich
|
| gptkbp:notation |
∫ X ∘ dY
|
| gptkbp:relatedTo |
gptkb:Itô_integral
|
| gptkbp:usedFor |
Langevin equations
modeling systems with noise in physics stochastic modeling in engineering |
| gptkbp:usedIn |
gptkb:stochastic_process
mathematical finance physics |
| gptkbp:bfsParent |
gptkb:Stochastic_Integrals
|
| gptkbp:bfsLayer |
8
|
| https://www.w3.org/2000/01/rdf-schema#label |
Stratonovich Integral
|