Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:alternativeTo |
gptkb:Itô_calculus
|
| gptkbp:application |
engineering
finance physics |
| gptkbp:feature |
chain rule holds
midpoint interpretation |
| gptkbp:form |
gptkb:probability_theory
stochastic processes |
| https://www.w3.org/2000/01/rdf-schema#label |
Stratonovich calculus
|
| gptkbp:introducedIn |
1960s
|
| gptkbp:namedAfter |
gptkb:Ruslan_Stratonovich
|
| gptkbp:notation |
S
|
| gptkbp:relatedTo |
gptkb:Wiener_process
Brownian motion |
| gptkbp:usedIn |
stochastic differential equations
|
| gptkbp:bfsParent |
gptkb:Itō_calculus
|
| gptkbp:bfsLayer |
7
|