Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
FernandoDuarte`Itovsn3`
Brktbydt  |
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Examples
(3)
Basic Examples
(1)
Initialize:
In[1]:=
 | ItoReset |
Out[1]//TableForm=
Itovsn3 resetting ... |
Itovsn3 initialized |
with time semimartingale t |
and time differential dt |
Introduce a new semimartingale:
In[2]:=
| Introduce |
Out[2]=
{dX,dt}
The expression is a placeholder for the formal quotient by of the bracket differential :
Brktbydt
dt
dXdX
In[3]:=
| ItoExpand |
2
dX
Out[3]=
dtBrktbydt[dX,dX]
The placeholder also appears in the second-order structure:
Brktbydt
In[4]:=
| ItoStatus |
Out[4]=
Summary of current structure of stochastic differentials | |||||||||
Current second-order structure of semimartingale differentials: | |||||||||
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Current first-order structure of semimartingale differentials: | |||||||||
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Current initial values: | |||||||||
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Change the quadratic variation of :
X
In[5]:=
| AddQuadVar |
2
dX
Out[5]=
a
The placeholder is now filled:
Brktbydt
In[6]:=
| Brktbydt |
Out[6]=
a
Scope
(1)
Properties & Relations
(1)
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""