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bn:01311692n
Noun Named Entity
Categories: Probability theorems, Lemmas in analysis, Equations, Lemmas, Stochastic calculus
EN
Itô's lemma  Itō's lemma  Itō-Doeblin Formula  Itō-Doeblin theorem  Itō–Doeblin Formula
EN
In mathematics, Itô's lemma or Itô's formula is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. Wikipedia
Definitions
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Sources
EN
In mathematics, Itô's lemma or Itô's formula is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. Wikipedia
Identity in Itô calculus analogous to the chain rule Wikidata
IS A
lemma
theorem
NAMED AFTER
Kiyosi Itô
Wikipedia
EN
Itô's lemma
Wikidata
EN
Itō's lemma
Wikipedia Redirections
EN
Ito's formula, Ito's Lemma, Ito's rule, Ito formula, Ito lemma, Itô's formula, Itô's Lemma, Itô-Doeblin theorem, Itô formula, Itô lemma, Itô–Doeblin theorem, Itō's formula, Itō's lemma, Itō-Doeblin's formula, Itō-Doeblin Formula, Itō-Doeblin formula, Itō-Doeblin Theorem, Itō-Doeblin theorem, Itō-Döblin theorem, Itō lemma, Itō–Doeblin's formula, Itō–Doeblin formula, Itō–Doeblin Formula, Itō–Doeblin theorem, Itō–Doeblin Theorem, Itō–Döblin theorem

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