{"entities":{"Q1288942":{"pageid":1299692,"ns":120,"title":"Item:Q1288942","lastrevid":46739664,"modified":"2025-12-25T12:15:53Z","type":"item","id":"Q1288942","labels":{"en":{"language":"en","value":"Extended It\u00f4 integrals and the reflection problem"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1289190"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$C07C7281-C6AC-4A26-B247-298178985137","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"941efff8759a5e4a746653dc02c268ff19813987","datavalue":{"value":{"text":"Extended It\u00f4 integrals and the reflection problem","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1288942$88F55E8C-92B5-4BDC-9EE1-1097C98F4C59","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9801a8981b013579992d7231b503a6ab357bdfe7","datavalue":{"value":"0931.60041","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1288942$45F70676-98D8-450B-9099-C9C634E13EE1","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8900be678d7980a26d18de11ca7ed7f242ce3869","datavalue":{"value":"10.1007/BF02432342","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1288942$73D3A2EB-DC38-492C-B554-3F075214A6C6","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"78de58fd62e8f92107b9ba337a37c4cf00919fcc","datavalue":{"value":{"entity-type":"item","numeric-id":461798,"id":"Q461798"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$C4F6213D-639E-41DD-A23D-68D9604AA117","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"17c447c8e76a3a0e73a2c70a024d9ee2f8256c04","datavalue":{"value":{"entity-type":"item","numeric-id":195577,"id":"Q195577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$EE6D65A2-409E-4626-91BA-22172826FC3B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"33806c8c2ba8f7b230d4619aa4a9edf120b16817","datavalue":{"value":{"time":"+1999-11-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1288942$442A8A7C-0530-4154-B325-1842D3639320","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fdea60be0d067b64c808a6f04be835c049674566","datavalue":{"value":"The author suggests a new approach to construct extended It\u00f4 path integrals. The class of integrands contains, in particular, all functions which are right-continuous and have finite left limits. This approach has no connection with the classical definition of an integral as the limit of integral sums. Under some conditions the integral coincides with the integral along the Gaussian process and some other processes. The author reveals the connection between the construction of integrals and partial differential equations of parabolic type. Another application is given in the financial mathematics: the author deduces the generalized Black-Scholes equation for the model with variable volatility that depends upon the stock price.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1288942$9E30BDF4-7321-41FC-B258-1EC8C13C82CA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1288942$80C861C5-D207-48E8-A8FD-3C37186F5D7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1288942$5BA6CEF7-6727-4D8C-B069-1086706FA410","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1faa30afdbe0c088eea5f89edaabc596fe51d2b7","datavalue":{"value":"1289190","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1288942$76926857-8696-4A18-8654-2349B3AC4941","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c321f2f63fca1de422aa5471663066664831a8a3","datavalue":{"value":"It\u00f4 path integrals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1288942$FB03EA30-A9A8-4750-8A36-5BD2C0C12BD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a68fcfeb26b76335ff2ae53327dfac11db266d14","datavalue":{"value":"partial differential equations of parabolic type","type":"string"},"datatype":"string"},"type":"statement","id":"Q1288942$E578177F-27DF-40D8-BD4D-C031EFE11900","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6567b9c02031b04d42a64deb1bd579510d5e0c7a","datavalue":{"value":"generalized Black-Scholes equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1288942$EF489827-0045-4EFC-8CC8-0BF26169E615","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$A702FBAA-FF0E-4858-993B-35FC8F1295D8","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"376046e844a1bdbb8d721e4adbdbd368eb5c8722","datavalue":{"value":{"entity-type":"item","numeric-id":3200330,"id":"Q3200330"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$4FE9F914-9C20-4B08-B748-267F80A490F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"84d8cef3a8cd179b7ed78318ba865db21ba52b88","datavalue":{"value":{"entity-type":"item","numeric-id":4889026,"id":"Q4889026"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$9AEF91A5-5718-4AC4-9804-503E271BB5A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4f785cd2c8bf24de6c7134d0531cb329daf01ba","datavalue":{"value":{"entity-type":"item","numeric-id":4350363,"id":"Q4350363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$E42D1A07-654E-405A-BEF1-73B1BD8BB4EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"297ae59c5a07db10ae95a22ba25025c239be7db3","datavalue":{"value":{"entity-type":"item","numeric-id":3042109,"id":"Q3042109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$BBA6C06F-CE81-4F21-9887-EAA819F64E7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bad820f7eb51ae422a1418007bf1fa8385b0ac52","datavalue":{"value":{"entity-type":"item","numeric-id":4845598,"id":"Q4845598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$ECEDB077-5901-4D58-A277-7B8758F6C860","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b41ca6852710b40624c9c1c29ce9cd694cb9fb1e","datavalue":{"value":{"entity-type":"item","numeric-id":2561796,"id":"Q2561796"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$BF81D9CE-2E56-42C9-B4CF-628264297FEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"378e54f487e76777f196b0a2d9e6539948972521","datavalue":{"value":{"entity-type":"item","numeric-id":1171836,"id":"Q1171836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$5AC797F9-560B-49BC-826B-C4D7C1C3B685","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ca61e760cc499ca4b0b1f59a0c5689c9470091c4","datavalue":{"value":{"entity-type":"item","numeric-id":3789822,"id":"Q3789822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$30168A12-D6B8-4A42-8B99-94A33BE5DAC8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5cb29335c01e7a7d6bf2d0664faa1051ca7dbce0","datavalue":{"value":{"entity-type":"item","numeric-id":4735359,"id":"Q4735359"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$7FF6A966-267E-45FF-9F7F-B149518B6A2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1288942$2BC170D4-0E95-4896-A6D6-03BDDA9B6E5C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"745d91ff40664d66a644311f55d23f0ba33ba86e","datavalue":{"value":{"entity-type":"item","numeric-id":3077861,"id":"Q3077861"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"65035cf1fc7c3ca53ad26cf82e42d6bfbc74c119","datavalue":{"value":{"amount":"+0.8006545305252075","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1288942$D87C8AC4-843F-4BC7-8E4D-6F9A423D699F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dbc1a3f445a5f1f33dc0e759360bfa3dec95bddf","datavalue":{"value":{"entity-type":"item","numeric-id":1335932,"id":"Q1335932"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1ca0060567df97031bd7e3b9b9dfa11a162d8757","datavalue":{"value":{"amount":"+0.7920921444892883","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1288942$3AD98960-A2BA-4255-BC01-06B521194342","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e0fa17d1b21b459707f0755837596c6bf9391bc","datavalue":{"value":{"entity-type":"item","numeric-id":4677131,"id":"Q4677131"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b53ad1867890d6a6ff081eb8d8fd94f7e36d4b82","datavalue":{"value":{"amount":"+0.7835580110549927","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1288942$38D7B699-B7E8-426A-A7D5-01B1570250F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd0082e27a91775a2c2c246ffa381147c3f60ab9","datavalue":{"value":{"entity-type":"item","numeric-id":595804,"id":"Q595804"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"086c38ffa83109c67789d58197a3e0d019708554","datavalue":{"value":{"amount":"+0.7780303955078125","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1288942$593E994B-202F-4C65-856B-F26E9B0FCE7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"618078f01e70cef97110d49445120e59ffd800f7","datavalue":{"value":{"entity-type":"item","numeric-id":2790476,"id":"Q2790476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3add94f0669725fce1fded4be2dabee06c754e81","datavalue":{"value":{"amount":"+0.7767096161842346","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1288942$D925D57D-5856-4152-BAE3-C0174BD7CCB7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1288942","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1288942"}}}}}