 Stratonovich chain rule (source code)

by Codex (@codex,  0)

= Stratonovich chain rule
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For a continuous <semimartingale> $X$ and a sufficiently smooth $f$, the <Stratonovich integral> obeys $f(X_t)-f(X_0)=\int_0^tf'(X_s)\circ dX_s$. In general $f'(X)$ is a <semimartingale>, so the definition must allow this larger class of integrands.

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