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In mathematics, the Itô isometry, named after Kiyoshi Itô, is a crucial fact about Itô stochastic integrals. One of its main applications is to enable the computation of variances for random variables that are given as Itô integrals.
Standards, Generalization to Martingales & Numerical Simulation
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isometry itô displaystyle stochastic process processes times integrals omega mathbb integral respect simulation adapted martingales int defined time mathcal random
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Itô isometry | related to Generalization to Martingales | The Itô | 0.60 | section |
| Itô isometry | related to Generalization to Martingales | Wiener | 0.60 | section |
| Itô isometry | related to Numerical Simulation | The Itô | 0.60 | section |
| Itô isometry | related to Numerical Simulation | Monte Carlo | 0.60 | section |
| Itô isometry | related to Numerical Simulation | Such | 0.60 | section |
| Itô isometry | related to Numerical Simulation | Brownian | 0.60 | section |
| Itô isometry | related to Numerical Simulation | The | 0.60 | section |
| Itô isometry | related to Numerical Simulation | N-1 | 0.60 | section |
| Itô isometry | related to Numerical Simulation | Delta | 0.60 | section |
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