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  2. Chain rule - Wikipedia

    en.wikipedia.org/wiki/Chain_rule

    All extensions of calculus have a chain rule. In most of these, the formula remains the same, though the meaning of that formula may be vastly different. One generalization is to manifolds. In this situation, the chain rule represents the fact that the derivative of f ∘ g is the composite of the derivative of f and the derivative of g. This ...

  3. Total derivative - Wikipedia

    en.wikipedia.org/wiki/Total_derivative

    In mathematics, the total derivative of a function f at a point is the best linear approximation near this point of the function with respect to its arguments. Unlike partial derivatives, the total derivative approximates the function with respect to all of its arguments, not just a single one.

  4. Faà di Bruno's formula - Wikipedia

    en.wikipedia.org/wiki/Faà_di_Bruno's_formula

    Faà di Bruno's formula is an identity in mathematics generalizing the chain rule to higher derivatives. It is named after Francesco Faà di Bruno (1855, 1857), although he was not the first to state or prove the formula.

  5. Ximera - Wikipedia

    en.wikipedia.org/wiki/Ximera

    The course begins with an introduction to functions and limits, and goes on to explain derivatives.By the end of this course, the student will have learnt the fundamental theorem of calculus, chain rule, derivatives of transcendental functions, integration, and applications of all these in the real world.

  6. Stratonovich integral - Wikipedia

    en.wikipedia.org/wiki/Stratonovich_integral

    Because the Stratonovich calculus satisfies the ordinary chain rule, stochastic differential equations (SDEs) in the Stratonovich sense are more straightforward to define on differentiable manifolds, rather than just on . The tricky chain rule of the Itô calculus makes it a more awkward choice for manifolds.

  7. Glossary of calculus - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_calculus

    chain rule The chain rule is a formula for computing the derivative of the composition of two or more functions. That is, if f and g are functions, then the chain rule expresses the derivative of their composition f ∘ g (the function which maps x to f(g(x)) ) in terms of the derivatives of f and g and the product of functions as follows:

  8. Itô's lemma - Wikipedia

    en.wikipedia.org/wiki/Itô's_lemma

    In mathematics, Itô's lemma or Itô's formula is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process.It serves as the stochastic calculus counterpart of the chain rule.

  9. Jacobi's formula - Wikipedia

    en.wikipedia.org/wiki/Jacobi's_formula

    so that, by the chain rule, its differential is =. This summation is performed over all n×n elements of the matrix. To find ∂F/∂A ij consider that on the right hand side of Laplace's formula, the index i can be chosen at will. (In order to optimize calculations: Any other choice would eventually yield the same result, but it could be much ...

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