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Differentiation of an integral with respect to a parameter

См. также в других словарях:

  • Differentiation under the integral sign — 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

  • Leibniz integral rule — In mathematics, Leibniz s rule for differentiation under the integral sign, named after Gottfried Leibniz, tells us that if we have an integral of the form: int {y 0}^{y 1} f(x, y) ,dy then for x in (x 0, x 1) the derivative of this integral is… …   Wikipedia

  • 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

  • Renormalization — Quantum field theory (Feynman diagram) …   Wikipedia

  • Orthogonal coordinates — In mathematics, orthogonal coordinates are defined as a set of d coordinates q = (q1, q2, ..., qd) in which the coordinate surfaces all meet at right angles (note: superscripts are indices, not exponents). A coordinate surface for a particular… …   Wikipedia

  • Score (statistics) — In statistics, the score or score function is the partial derivative, with respect to some parameter heta, of the logarithm (commonly the natural logarithm) of the likelihood function.If the observation is X and its likelihood is L( heta;X), then …   Wikipedia

  • analysis — /euh nal euh sis/, n., pl. analyses / seez /. 1. the separating of any material or abstract entity into its constituent elements (opposed to synthesis). 2. this process as a method of studying the nature of something or of determining its… …   Universalium

  • Hilbert space — For the Hilbert space filling curve, see Hilbert curve. Hilbert spaces can be used to study the harmonics of vibrating strings. The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It… …   Wikipedia

  • mathematics — /math euh mat iks/, n. 1. (used with a sing. v.) the systematic treatment of magnitude, relationships between figures and forms, and relations between quantities expressed symbolically. 2. (used with a sing. or pl. v.) mathematical procedures,… …   Universalium

  • Matrix mechanics — Quantum mechanics Uncertainty principle …   Wikipedia

  • Logarithm — The graph of the logarithm to base 2 crosses the x axis (horizontal axis) at 1 and passes through the points with coordinates (2, 1), (4, 2), and (8, 3) …   Wikipedia

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