Disambiguation evidence for Itô processes via surface form
"Itô process"
As subject (48)
Triples where this entity appears as subject under the
label "Itô process".
| Predicate | Object |
|---|---|
| definedOn | filtered probability space ⓘ |
| definedOn | probability space ⓘ |
| enables |
Itô’s lemma
ⓘ
surface form:
Itô formula
|
| enables | stochastic integration ⓘ |
| field | probability theory ⓘ |
| field | stochastic analysis ⓘ |
| field | stochastic calculus ⓘ |
| generalForm | X_t = X_0 + ∫_0^t a_s ds + ∫_0^t b_s dW_s ⓘ |
| hasCoefficient | diffusion coefficient ⓘ |
| hasCoefficient | drift coefficient ⓘ |
| hasComponent | diffusion term ⓘ |
| hasComponent | drift term ⓘ |
| hasComponent | finite variation part ⓘ |
| hasComponent | local martingale part ⓘ |
| hasDrivingProcess | Brownian motion ⓘ |
| hasDrivingProcess |
Brownian motion
ⓘ
surface form:
Wiener process
|
| hasMathematicalStructure | quadratic variation ⓘ |
| hasOperation | stochastic integral with respect to Brownian motion ⓘ |
| hasProperty | adapted to filtration ⓘ |
| hasProperty | almost surely continuous paths ⓘ |
| hasProperty | finite quadratic variation ⓘ |
| hasProperty | semimartingale ⓘ |
| hasRepresentation | sum of local martingale and finite variation process ⓘ |
| instanceOf | mathematical object ⓘ |
| instanceOf | stochastic process ⓘ |
| namedAfter | Kiyoshi Itô ⓘ |
| relatedTo | Ornstein–Uhlenbeck process ⓘ |
| relatedTo | Stratonovich process ⓘ |
| relatedTo | geometric Brownian motion ⓘ |
| relatedTo | local martingale ⓘ |
| relatedTo | martingale ⓘ |
| satisfies | stochastic differential equation ⓘ |
| specialCase | Brownian motion ⓘ |
| specialCase | martingale with zero drift ⓘ |
| subclassOf | Markov process ⓘ |
| subclassOf | continuous semimartingale ⓘ |
| subclassOf | semimartingale ⓘ |
| usedIn | Itô calculus ⓘ |
| usedIn | filtering theory ⓘ |
| usedIn | mathematical finance ⓘ |
| usedIn | population dynamics ⓘ |
| usedIn | quantitative finance ⓘ |
| usedIn | statistical physics ⓘ |
| usedIn | stochastic control ⓘ |
| usedToModel | asset prices ⓘ |
| usedToModel | diffusion phenomena ⓘ |
| usedToModel | interest rates ⓘ |
| usedToModel | volatility ⓘ |
As object (1)
Triples where some other subject referred to this entity
as "Itô process".