For ten points, identify this method of di erentiating the composition of two functions.
A generalization of this concept is used to di erentiate time-dependent functions of stochastic properties; that generalization is called Itô's lemma and generalizes this concept to the stochastic calculus. The triple product rule is also known as Euler's this. The multidimensional analog of this identity can be used to show that the Jacobian of the   composition of two functions is the product of the Jacobians of the two functions, when evaluated at the appropriate points. For ten points, identify this method of di erentiating the composition of two functions.
A generalization of this concept is used to di erentiate time-dependent functions of stochastic properties; that generalization is called Itô's lemma and generalizes this concept to the stochastic calculus.
chain rule