covariation

covariation
noun Date: 1906 correlated variation of two or more variables

New Collegiate Dictionary. 2001.

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  • covariation — noun Mathematics correlated variation …   English new terms dictionary

  • covariation — co·variation …   English syllables

  • covariation — noun (statistics) correlated variation • Derivationally related forms: ↑covariance, ↑co vary • Topics: ↑statistics • Hypernyms: ↑variation …   Useful english dictionary

  • 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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