- differential covariation
- мат. дифференциальная ковариация
Большой англо-русский и русско-английский словарь. 2001.
Большой англо-русский и русско-английский словарь. 2001.
Covariation model — Contents 1 Introduction 2 Distinctiveness 3 Consistency 4 Making attribution with the three sources of information … Wikipedia
66-81-9 — Cycloheximide Cycloheximide Général Nom IUPAC 4 {(2R) 2 [(1S,3S,5S) 3,5 dimethyl 2 oxocyclohexyl] 2 hydroxyethyl}piperidine 2,6 dione … Wikipédia en Français
C15H23NO4 — Cycloheximide Cycloheximide Général Nom IUPAC 4 {(2R) 2 [(1S,3S,5S) 3,5 dimethyl 2 oxocyclohexyl] 2 hydroxyethyl}piperidine 2,6 dione … Wikipédia en Français
Cycloheximide — Général Nom IUPAC 4 {(2R) 2 [(1S,3S,5S) 3,5 dimethyl 2 oxocyclohexyl] 2 hydroxyethyl}piperidine 2,6 dione … Wikipédia en Français
Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
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Itō's lemma — In mathematics, Itō s lemma is used in Itō stochastic calculus to find the differential of a function of a particular type of stochastic process. It is the stochastic calculus counterpart of the chain rule in ordinary calculus and is best… … Wikipedia
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Stratonovich integral — In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan L. Stratonovich and D. L. Fisk) is a stochastic integral, the most common alternative to the Itō integral. While the Ito integral isthe usual choice in applied … Wikipedia