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- W638262371 abstract "This chapter discusses continuity, chain rule, and substitution. Two of the important formulas of elementary calculus are the chain rule for differentiating composite functions, and the substitution theorem, which allows changing the independent variable in a definite integral. Another important theorem asserts that an indefinite integral, over an interval, is a continuous function of the upper limit. In the elementary theory of differential equations, there is a formula for the solution of a single linear equation. This can be generalized to the case of a linear non-homogeneous stochastic differential equation. The chapter also explains derivation of analogs for Itô-belated integrals of all the theorems." @default.
- W638262371 created "2016-06-24" @default.
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- W638262371 date "1974-01-01" @default.
- W638262371 modified "2023-09-27" @default.
- W638262371 title "Continuity, Chain Rule, and Substitution" @default.
- W638262371 doi "https://doi.org/10.1016/b978-0-12-486250-0.50009-7" @default.
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