Matches in DBpedia 2016-04 for { <http://wikidata.dbpedia.org/resource/Q1308570> ?p ?o }
Showing triples 1 to 32 of
32
with 100 triples per page.
- Q1308570 subject Q7485053.
- Q1308570 subject Q8439613.
- Q1308570 subject Q8818221.
- Q1308570 abstract "Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave randomly.The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates.The main flavours of stochastic calculus are the Itō calculus and its variational relative the Malliavin calculus. For technical reasons the Itō integral is the most useful for general classes of processes but the related Stratonovich integral is frequently useful in problem formulation (particularly in engineering disciplines.) The Stratonovich integral can readily be expressed in terms of the Itō integral. The main benefit of the Stratonovich integral is that it obeys the usual chain rule and therefore does not require Itō's lemma. This enables problems to be expressed in a coordinate system invariant form, which is invaluable when developing stochastic calculus on manifolds other than Rn.The dominated convergence theorem does not hold for the Stratonovich integral, consequently it is very difficult to prove results without re-expressing the integrals in Itō form.".
- Q1308570 wikiPageExternalLink 0712.3908v2.pdf.
- Q1308570 wikiPageWikiLink Q1056809.
- Q1308570 wikiPageWikiLink Q1067156.
- Q1308570 wikiPageWikiLink Q1151100.
- Q1308570 wikiPageWikiLink Q1338307.
- Q1308570 wikiPageWikiLink Q1503307.
- Q1308570 wikiPageWikiLink Q1545585.
- Q1308570 wikiPageWikiLink Q163214.
- Q1308570 wikiPageWikiLink Q176737.
- Q1308570 wikiPageWikiLink Q178036.
- Q1308570 wikiPageWikiLink Q178577.
- Q1308570 wikiPageWikiLink Q207455.
- Q1308570 wikiPageWikiLink Q335632.
- Q1308570 wikiPageWikiLink Q395.
- Q1308570 wikiPageWikiLink Q506346.
- Q1308570 wikiPageWikiLink Q560823.
- Q1308570 wikiPageWikiLink Q6744166.
- Q1308570 wikiPageWikiLink Q7268374.
- Q1308570 wikiPageWikiLink Q7485053.
- Q1308570 wikiPageWikiLink Q7622233.
- Q1308570 wikiPageWikiLink Q80091.
- Q1308570 wikiPageWikiLink Q8134.
- Q1308570 wikiPageWikiLink Q8439613.
- Q1308570 wikiPageWikiLink Q8818221.
- Q1308570 wikiPageWikiLink Q937.
- Q1308570 wikiPageWikiLink Q947053.
- Q1308570 comment "Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes.".
- Q1308570 label "Stochastic calculus".