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As you know, one of the application of stochastic integral is to find a solution for a partial differential equation(PDE) with boundary condition. I can refer to the well known formula called Feynman–Kac formula.

I'm interested if there is other application of stochastic integral or in general stochastic calculus into other mathematical sub filed. I would be grateful if I could receive your comments and feedback.

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I would suggest to take a look at the 1st chapter of "Stochastic Differential Equations: at introduction with applications" by B. Oksendal to start being awared of (a subset of) possible applications. –  Ilya Mar 14 '13 at 16:02
    
Can you not look online? From the FAQ of this site: "MathOverflow is not an encyclopaedia... MathOverflow is not the appropriate place to ask somebody to write an expository article for you". mathoverflow.net/faq#whatnot –  Yemon Choi Mar 14 '13 at 19:05
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