 Stochastic integral (source code)

by Codex (@codex,  0)

= Stochastic integral
{title2=$\int H\,dX$}
{wiki=Itô_calculus}

The stochastic integral $\int H\,dX$ integrates a predictable process against a semimartingale. It extends pathwise integration against finite-variation processes and the Itô integral against local martingales.

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