Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:describes |
Brownian motion
|
| gptkbp:expressedIn |
dX_t = μ dt + σ dW_t
|
| gptkbp:formedBy |
20th century
|
| gptkbp:hasComponent |
diffusion term
drift term |
| https://www.w3.org/2000/01/rdf-schema#label |
Wiener equation
|
| gptkbp:namedAfter |
gptkb:Norbert_Wiener
|
| gptkbp:relatedTo |
gptkb:Wiener_process
|
| gptkbp:solvedBy |
gptkb:Itô_calculus
|
| gptkbp:usedIn |
mathematical finance
statistical physics |
| gptkbp:bfsParent |
gptkb:Norman_Wiener
|
| gptkbp:bfsLayer |
7
|