Tanaka's formula
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In the Vinony graph
Within Vinony's link graph, Tanaka's formula is referenced by 5 other articles, and connects out to Itō's lemma, International Standard Book Number and function.
It sits within the topics Equations, Martingale theory and Stochastic calculus.
Its subject is documented across 5 Wikipedia language editions.
Wikidata facts
- Instance of
- theorem
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- maintained by WikiProject
- WikiProject Mathematics
Sources (1)
via Wikidata · CC0
Connections
Itō's lemma
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International Standard Book Number
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function
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integral
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parabola
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limit
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Brownian motion
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sign function
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Lp space
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smooth function
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martingale
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stochastic calculus
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Albert Shiryaev
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semimartingale
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local time
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Bernt Øksendal
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