KnowraItô's lemmaLinked fromLinked fromThe 4 pages that link to Itô's lemma, each with the reason it gives.All 4Related 4Wiener processRelated: Its extra second-derivative term accounts for the process's nonzero quadratic variation.Black–Scholes equationRelated: Applying it to an option value produces the stochastic change used in the derivation.Feynman–Kac formulaRelated: Applying it to a function along a diffusion produces the differential terms in the formula.Girsanov theoremRelated: It helps derive the transformed process and identify its drift under the new measure.