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Your search for ′What is Ito's Lemma′ returned the following results:
a key component in the Ito Calculus
Ito's Lemma is a key component in the Ito Calculus, used to determine the derivative of a time-dependent function of a stochastic process.
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an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process
In mathematics, Itô's lemma is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process.
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a stochastic analogue of the chain rule of ordinary calculus
Ito's Lemma is a stochastic analogue of the chain rule of ordinary calculus.
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the version of the chain rule or change of variables formula which applies to the Itô integral
Itô's lemma is the version of the chain rule or change of variables formula which applies to the Itô integral.
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Itô's lemma In mathematicsalso called the Itô-Doeblin formulaespecially in French literature
Itô's lemma In mathematics, Itô's lemma or Itô's formula (also called the Itô-Doeblin formula, especially in French literature) is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process.
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The transient outward potassium current
was calculated as the sum of all potassium currents and the stimulus current: (18) where Ito is the transient outward potassium current, IKr is the rapidly activating potassium current, IKs is the slowly activating potassium current, IK1 is the inward rectifier potassium current, INa,K is the sodium-potassium pump current, is the current generate by potassium ions passing through the L-type calcium channels, IKp is the plateau potassium current, and Istim is the stimulus current.
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the stochastic version of the chain rule of standard calculus
To answer the more general question that seems to be giving you trouble, Ito's lemma is the stochastic version of the chain rule of standard calculus.
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as the Itô–Doeblin theorem in recognition of posthumously discovered work of Wolfgang Doeblin
Itô's lemma, which is named after Kiyosi Itô, is occasionally referred to as the Itô–Doeblin theorem in recognition of posthumously discovered work of Wolfgang Doeblin.
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a cornerstone of quantitative finance and quantitative finance
Ito's Lemma is a cornerstone of quantitative finance and quantitative finance is intrinsic to the derivation of the Black-Scholes equation for contingent claims (options) pricing.
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the underlying mathematics
Itô's lemma - Kiyosi Itô, 1944 - provides the underlying mathematics.)
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