G
o
o
g
l
e
×
Please click
here
if you are not redirected within a few seconds.
All
Images
Videos
News
Maps
Products
Books
Search tools
Any time
Any time
Past hour
Past 24 hours
Past week
Past month
Past year
All results
All results
Verbatim
Itô's lemma
View all
In mathematics, Itô's lemma or Itô's formula is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule.
Wikipedia