Le calcul stochastique est l’étude des phénomènes aléatoires dépendant du temps. À ce titre, c'est une extension de la théorie des probabilités.

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• Le calcul stochastique est l’étude des phénomènes aléatoires dépendant du temps. À ce titre, c'est une extension de la théorie des probabilités.
• Cálculo estocástico é um ramo da matemática que opera sobre processo estocásticos. Permite uma teoria coerente de integração a ser definida para integrais de processos estocásticos em relação a processos estocásticos. É usado para modelar sistemas que comportam-se aleatoriamente.
• 확률미적분학은 수학의 한 분야로서, 일반적으로 확률 과정을 통한 확률론적 적분으로 정의한다. 추계해석학(stochastic calculus)이라는 이름으로 번역되곤 하지만, 이 용어는 거의 쓰이지 않는다.
• Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave randomly.The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates.The main flavours of stochastic calculus are the Itō calculus and its variational relative the Malliavin calculus. For technical reasons the Itō integral is the most useful for general classes of processes but the related Stratonovich integral is frequently useful in problem formulation (particularly in engineering disciplines.) The Stratonovich integral can readily be expressed in terms of the Itō integral. The main benefit of the Stratonovich integral is that it obeys the usual chain rule and does therefore not require Itō's lemma. This enables problems to be expressed in a coordinate system invariant form, which is invaluable when developing stochastic calculus on manifolds other than Rn.The dominated convergence theorem does not hold for the Stratonovich integral, consequently it is very difficult to prove results without re-expressing the integrals in Itō form.
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• Le calcul stochastique est l’étude des phénomènes aléatoires dépendant du temps. À ce titre, c'est une extension de la théorie des probabilités.
• Cálculo estocástico é um ramo da matemática que opera sobre processo estocásticos. Permite uma teoria coerente de integração a ser definida para integrais de processos estocásticos em relação a processos estocásticos. É usado para modelar sistemas que comportam-se aleatoriamente.
• 확률미적분학은 수학의 한 분야로서, 일반적으로 확률 과정을 통한 확률론적 적분으로 정의한다. 추계해석학(stochastic calculus)이라는 이름으로 번역되곤 하지만, 이 용어는 거의 쓰이지 않는다.
• Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes.
rdfs:label
• Calcul stochastique
• Cálculo estocástico
• Stochastic calculus
• Stochastische Analysis
• Stochastische analyse
• Стохастический интеграл
• 확률미적분학
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