Itô's lemma
= Itô's lemma
{wiki=Itô's_lemma}
Itô's lemma is a fundamental result in stochastic calculus, which is used to analyze the behavior of stochastic processes, particularly those modeled by Itô processes. Itô's lemma provides a way to differentiate functions of stochastic processes, similar to how the chain rule is applied in standard calculus.