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differential covariation

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  • Covariation model — Contents 1 Introduction 2 Distinctiveness 3 Consistency 4 Making attribution with the three sources of information …   Wikipedia

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  • Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… …   Wikipedia

  • Quadratic variation — In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. Definition Suppose that X t is a real valued stochastic… …   Wikipedia

  • Itō's lemma — In 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 the stochastic calculus counterpart of the chain rule in ordinary calculus and is best… …   Wikipedia

  • Internal validity — is the validity of (causal) inferences in scientific studies, usually based on experiments as experimental validity [ Mitchell, M. and Jolley, J. (2001). Research Design Explained (4th Ed) New York:Harcourt.] . Details Inferences are said to… …   Wikipedia

  • Integration by parts — Topics in Calculus Fundamental theorem Limits of functions Continuity Mean value theorem Differential calculus  Derivative Change of variables Implicit differentiation Taylor s theorem Related rates …   Wikipedia

  • Evolution — This article is about evolution in biology. For other uses, see Evolution (disambiguation). For a generally accessible and less technical introduction to the topic, see Introduction to evolution. Part of a series on …   Wikipedia

  • Stratonovich integral — In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan L. Stratonovich and D. L. Fisk) is a stochastic integral, the most common alternative to the Itō integral. While the Ito integral isthe usual choice in applied …   Wikipedia

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