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- Q1151100 subject Q7110104.
- Q1151100 subject Q7139537.
- Q1151100 subject Q7156671.
- Q1151100 subject Q8794749.
- Q1151100 subject Q8818221.
- Q1151100 abstract "In mathematics, Itô's lemma is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule. Typically, it is memorized by forming the Taylor series expansion of the function up to its second derivatives and identifying the square of an increment in the Wiener process with an increment in time. The lemma is widely employed in mathematical finance, and its best known application is in the derivation of the Black–Scholes equation for option values.Itô's lemma, which is named after Kiyosi Itô, is occasionally referred to as the Itô–Doeblin theorem in recognition of the recently discovered work of Wolfgang Doeblin.Note that while Ito's lemma was proved by Kiyosi Itô, Itô's theorem, a result in group theory, is due to Noboru Itô.".
- Q1151100 wikiPageExternalLink onstochasticdiff029540mbp.
- Q1151100 wikiPageExternalLink 1195572786.
- Q1151100 wikiPageExternalLink chap6.8.htm.
- Q1151100 wikiPageExternalLink ito.htm.
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- Q1151100 wikiPageWikiLink Q1151100.
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- Q1151100 wikiPageWikiLink Q7110104.
- Q1151100 wikiPageWikiLink Q7139537.
- Q1151100 wikiPageWikiLink Q7156671.
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- Q1151100 wikiPageWikiLink Q8794749.
- Q1151100 wikiPageWikiLink Q8818221.
- Q1151100 wikiPageWikiLink Q900194.
- Q1151100 wikiPageWikiLink Q947053.
- Q1151100 wikiPageWikiLink Q95821.
- Q1151100 comment "In mathematics, Itô's lemma is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule. Typically, it is memorized by forming the Taylor series expansion of the function up to its second derivatives and identifying the square of an increment in the Wiener process with an increment in time.".
- Q1151100 label "Itô's lemma".