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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Dynkin's formula
Summary
Dynkin's formula is a theorem[1]. It draws 9 Wikipedia views per month (theorem category, ranking #268 of 1,306).[2]
Key Facts
- Dynkin's formula is credited with the discovery of Eugene Dynkin[3].
- Dynkin's formula's instance of is recorded as theorem[4].
- Eugene Dynkin is named after Dynkin's formula[5].
- Dynkin's formula's Freebase ID is recorded as /m/02vqtlk[6].
- Dynkin's formula's maintained by WikiProject is recorded as WikiProject Mathematics[7].
- Dynkin's formula's Microsoft Academic ID is recorded as 11117641[8].
Body
Works and Contributions
Dynkin's formula is credited with the discovery of Eugene Dynkin[3].
Why It Matters
Dynkin's formula draws 9 Wikipedia views per month (theorem category, ranking #268 of 1,306).[2]