Monday, November 07, 2005
Joe Carter again mangles mathematical history and philosphy, and brings to my mind Kiyoshi Itō.
Itō's Lemma is most famously used in the development of the Black-Scholes stochastic differential equations for the pricing of derivative securities.
It could be worse; he could have brought up Dembski again, I guess.
Posted by Mumon K at 5:52 AM