Concepedia

Concept

stochastic calculus

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About

Stochastic calculus is a branch of mathematics that extends the concepts of differentiation and integration to stochastic processes, which are mathematical models of systems evolving randomly over time. It provides the essential theoretical framework and analytical tools, such as stochastic integrals and stochastic differential equations, for modeling and analyzing complex phenomena influenced by inherent randomness, with significant applications in fields ranging from quantitative finance and physics to biology and engineering.

Top Authors

Rankings shown are based on concept H-Index.

XM

University of Strathclyde

MR

Bielefeld University

SP

Shandong University

University of Oslo

ZB

University of York

Top Institutions

Rankings shown are based on concept H-Index.

Princeton University

Princeton, United States

ETH Zurich

Zurich, Switzerland