Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:alsoKnownAs |
gptkb:Brownian_motion_with_drift
|
| gptkbp:describedBy |
gptkb:stochastic_process
|
| gptkbp:distributedBy |
gptkb:normal_distribution
|
| gptkbp:generalizes |
gptkb:standard_Brownian_motion
|
| gptkbp:hasComponent |
Brownian motion
linear drift term |
| gptkbp:hasMean |
nonzero
|
| gptkbp:hasVariance |
proportional to time
|
| gptkbp:parameter |
volatility
drift rate |
| gptkbp:solvedBy |
gptkb:Itô_calculus
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance physics |
| gptkbp:bfsParent |
gptkb:Brownian_motion_with_drift
|
| gptkbp:bfsLayer |
10
|
| https://www.w3.org/2000/01/rdf-schema#label |
drifted Brownian motion
|