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- Itō's_lemma abstract "In mathematics, Itō's lemma is an identity used in Itō 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. It is named after Kiyoshi Itō. It is best memorized using the Taylor series expansion of the function up to its second derivatives and identifying the square of an increment in the stochastic 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. Ito's Lemma is occasionally referred to as the Itō–Doeblin Theorem in recognition of the recently discovered work of Wolfgang Doeblin.".
- Itō's_lemma wikiPageID "203962".
- Itō's_lemma wikiPageRevisionID "594478304".
- Itō's_lemma subject Category:Equations.
- Itō's_lemma subject Category:Lemmas.
- Itō's_lemma subject Category:Probability_theorems.
- Itō's_lemma subject Category:Statistical_theorems.
- Itō's_lemma subject Category:Stochastic_calculus.
- Itō's_lemma comment "In mathematics, Itō's lemma is an identity used in Itō 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. It is named after Kiyoshi Itō. It is best memorized using the Taylor series expansion of the function up to its second derivatives and identifying the square of an increment in the stochastic process with an increment in time.".
- Itō's_lemma label "Itō's lemma".
- Itō's_lemma label "Lema de Itō".
- Itō's_lemma label "Lemma di Itō".
- Itō's_lemma label "Lemma von Itō".
- Itō's_lemma label "Lemme d'Itō".
- Itō's_lemma label "Формула Ито".
- Itō's_lemma label "伊藤の補題".
- Itō's_lemma label "伊藤引理".
- Itō's_lemma sameAs It%C5%8D's_lemma.
- Itō's_lemma sameAs Lemma_von_Itō.
- Itō's_lemma sameAs Lemme_d'Itō.
- Itō's_lemma sameAs Lemma_di_Itō.
- Itō's_lemma sameAs 伊藤の補題.
- Itō's_lemma sameAs 이토의_보조정리.
- Itō's_lemma sameAs Lema_de_Itō.
- Itō's_lemma sameAs Q1151100.
- Itō's_lemma sameAs Q1151100.
- Itō's_lemma wasDerivedFrom Itō's_lemma?oldid=594478304.