Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
stochastic integral
|
| gptkbp:application |
stochastic differential equations
|
| gptkbp:definedIn |
semimartingales
|
| gptkbp:hasProperty |
chain rule similar to classical calculus
|
| https://www.w3.org/2000/01/rdf-schema#label |
Stratonovich integral
|
| gptkbp:introducedIn |
1960s
|
| gptkbp:namedAfter |
gptkb:Ruslan_Stratonovich
|
| gptkbp:relatedTo |
gptkb:Itô_integral
|
| gptkbp:usedIn |
gptkb:stochastic_process
mathematical finance physics |
| gptkbp:bfsParent |
gptkb:Itô_calculus
gptkb:Itô–Stratonovich_dilemma gptkb:Itô_integral gptkb:Itō's_lemma |
| gptkbp:bfsLayer |
7
|