3 edited tags
2 included a link to Ito's lemma in wikipedia; deleted 11 characters in body

Could anyone give me some references where I could find
(a) discrete version(s) of Ito's lemma
(b) a proof how it converges to the continuous form in the limit
(c) its usage within stochastic difference equations
(d) a deduction of a discrete version of the Black Scholes model.

Every little bit of information would help.

1

# Discrete version of Ito's lemma

Could anyone give me some references where I could find
(a) discrete version(s) of Ito's lemma
(b) a proof how it converges to the continuous form in the limit
(c) its usage within stochastic difference equations
(d) a deduction of a discrete version of the Black Scholes model.

Every little bit of information would help.