Dynkin's formula (Q5319220)
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a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynkin's formula |
a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time |
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Wikipedia(2 entries)
- enwiki Dynkin's formula
- ptwiki Fórmula de Dynkin