伊藤の補題
1. Itō's lemmaIn mathematics, Itō's lemma is used in Itō stochastic calculus to find the differential of a function of a particular type of stochastic process. It is named after its discoverer, Kiyoshi Itō. It is the stochastic calculus counterpart of the chain rule in ordinary calculus and is best memorized using the Taylor series expansion and retaining the second order term related to the stochastic component change.
Read “Itō's lemma” on English Wikipedia
Read “伊藤の補題” on Japanese Wikipedia
Read “Itō's lemma” on DBpedia
Read “Itō's lemma” on English Wikipedia
Read “伊藤の補題” on Japanese Wikipedia
Read “Itō's lemma” on DBpedia
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