The lesbegue integral and its generalisations are useful in many places in mathematics other than its place of origin, e.g., representation theory. Is the same true for the stochastic integral? From my meager understanding, it seems to rely on a similar theoretical background, but stochastically interpreted. Or is it too new an innovation to have gained ground elsewhere?
closed as not a real question by Steve Huntsman, Igor Rivin, David Roberts, Daniel Moskovich, S. Carnahan♦ Dec 3 at 17:23