Itô integral
= Itô integral
{c}
The Itô integral $\int_0^tH_s\,dW_s$ integrates a predictable square-integrable process against <Brownian motion>. It is defined first for predictable step processes and then completed using the <Itô isometry>.
= Itô integral
{c}
The Itô integral $\int_0^tH_s\,dW_s$ integrates a predictable square-integrable process against <Brownian motion>. It is defined first for predictable step processes and then completed using the <Itô isometry>.