Riemann-sums can e.g. be very intuitively visualized by rectangles that approximate the area under the curve. See e.g. Wikipedia:Riemann sum The Ito integral has due to the unbounded total variation ...
Big picture concerning Ito integral, Stratonovich integral and standard results in probability theory
I am confused and don't get the big picture concerning the connection between Ito integral Stratonovich integral Standard results in probability theory concerning skewed distributions. Example: ...
I know that Paul Malliavin was heavily influenced by ideas from differential geometry while developing his calculus on Wiener space. But what are the concrete analogies between both areas of ...