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Category:Stochastic calculus

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Computing portal

Here is a list of articles in the Stochastic calculus category of the Computing portal that unifies foundations of mathematics and computations using computers.

Subcategories

This category has only the following subcategory.

S

  • Stochastic differential equations (31 P)

Pages in category "Stochastic calculus"

The following 23 pages are in this category, out of 23 total.

C

  • Chapman–Kolmogorov equation

F

  • Fokker–Planck equation

H

  • H-derivative

I

  • Integral representation theorem for classical Wiener space
  • Integration by parts operator
  • Itô calculus
  • Itô isometry
  • Itô's lemma

K

  • Kramers–Moyal expansion

M

  • Malliavin calculus
  • Malliavin derivative
  • Physics:Master equation

O

  • Ornstein–Uhlenbeck operator

P

  • Paley–Wiener integral
  • Pricing kernel

R

  • Reflection principle (Wiener process)

S

  • Skorokhod integral
  • Skorokhod problem
  • State price density
  • Stochastic discount factor
  • Stochastic logarithm
  • Stratonovich integral

T

  • Tanaka's formula
Retrieved from "https://handwiki.org/wiki/index.php?title=Category:Stochastic_calculus&oldid=527401"
Categories:
  • Stochastic processes
  • Integral calculus
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              • Stochastic processes
              • Integral calculus
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              • This page was last edited on 2 November 2021, at 22:32.
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