確かく率りつ積せき分ぶん

noun

stochastic integral

Technical term in probability theory and stochastic calculus, referring to the integral of a stochastic process with respect to another stochastic process.

• 確かく率りつ積せき分ぶんは確かく率りつ微び分ぶん方ほう程てい式しきの理り論ろんで重じゅう要ような役やく割わりを果はたす。

  The stochastic integral plays an important role in the theory of stochastic differential equations.