---
title: "Ito Lemma"
method: POST
path: "/quantlib/stochastic/theory/ito-lemma"
tags: ["quantlib-stochastic"]
---

# Ito Lemma

`POST /quantlib/stochastic/theory/ito-lemma`

## Request

- Base URL: `https://api.fincept.in` (the document declares no server; this is the origin it was published from)
- URL: `https://api.fincept.in/quantlib/stochastic/theory/ito-lemma`
- Auth: API key in header `X-API-Key`

Apply Ito's lemma to a stochastic path - returns the drift and diffusion of f(X) for f(x,t)=x^2

## Request body

- ItoLemmaRequest
  - `path` number[], required
  - `times` number[], required

## Response `200`

Successful Response

- unknown

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/fincept/apis/fincept-api.md) · [All operations](https://skmtc.dev/fincept/apis/fincept-api/llms.txt) · [OpenAPI document](https://skmtc.dev/fincept/apis/fincept-api/revisions/e9c0076ea55a?raw)