#dynkin's_formula

Dynkin's formula

Theorem in stochastic analysis

In mathematics — specifically, in stochastic analysis — Dynkin's formula is a theorem giving the expected value of any suitably smooth function applied to a Feller process at a stopping time. It may be seen as a stochastic generalization of the (second) fundamental theorem of calculus. It is named after the Russian mathematician Eugene Dynkin.

Thu 30th

Provided by Wikipedia

Learn More
0 searches
This keyword has never been searched before
This keyword has never been searched for with any other keyword.