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bn:00354857n
Noun Named Entity
Categories: Stochastic differential equations, Probability theorems
EN
Dynkin's formula  Dynkin formula
EN
In mathematics — specifically, in stochastic analysis — Dynkin's formula is a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time. Wikipedia
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EN
In mathematics — specifically, in stochastic analysis — Dynkin's formula is a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time. Wikipedia
IS A
theorem
DISCOVERER OR INVENTOR
Eugene Dynkin
NAMED AFTER
Eugene Dynkin
Wikipedia
EN
Dynkin's formula
Wikidata
EN
Dynkin's formula
Wikipedia Redirections
EN
Dynkin formula

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