Itô geometry D.W. Stroock Abstract: This note provides a very brief outline of the ideas from which Itô's theory of stochastic integral equations derive. The emphasis on the ideas rather than the technical details required to implement them.
Itô geometry
D.W. Stroock
Abstract: This note provides a very brief outline of the ideas from which Itô's theory of stochastic integral equations derive. The emphasis on the ideas rather than the technical details required to implement them.