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- Itō_diffusion abstract "In mathematics — specifically, in stochastic analysis — an Itō diffusion is a solution to a specific type of stochastic differential equation. That equation is similar to the Langevin equation used in physics to describe the Brownian motion of a particle subjected to a potential in a viscous fluid. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.".
- Itō_diffusion thumbnail Wiener_process_3d.png?width=300.
- Itō_diffusion wikiPageID "12139922".
- Itō_diffusion wikiPageRevisionID "585592995".
- Itō_diffusion subject Category:Stochastic_differential_equations.
- Itō_diffusion comment "In mathematics — specifically, in stochastic analysis — an Itō diffusion is a solution to a specific type of stochastic differential equation. That equation is similar to the Langevin equation used in physics to describe the Brownian motion of a particle subjected to a potential in a viscous fluid. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.".
- Itō_diffusion label "Itō diffusion".
- Itō_diffusion label "伊藤過程".
- Itō_diffusion sameAs It%C5%8D_diffusion.
- Itō_diffusion sameAs Q6095358.
- Itō_diffusion sameAs Q6095358.
- Itō_diffusion wasDerivedFrom Itō_diffusion?oldid=585592995.
- Itō_diffusion depiction Wiener_process_3d.png.
