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Stochastic calculus
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Mathematics
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1. Stochastic differential equations
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Stochastic calculus
2. Boué–Dupuis formula
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3. Chapman–Kolmogorov equation
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4. H-derivative
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5. Integration by parts operator
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6. Itô's lemma
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7. Itô isometry
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8. Malliavin derivative
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9. Ogawa integral
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10. Ornstein–Uhlenbeck operator
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11. Paley–Wiener integral
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12. Palm calculus
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13. Quantum stochastic calculus
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14. Reflection principle (Wiener process)
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15. Skorokhod integral
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16. Skorokhod problem
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17. Stochastic logarithm
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18. Stratonovich integral
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19. Tanaka's formula
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20. White noise analysis
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Ancestors
Mathematical finance
Applied mathematics
Fields of mathematics
Mathematics
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