Timeline for How is the definition of the stochastic integral w.r.t. an Ito process consistent?
Current License: CC BY-SA 4.0
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| when toggle format | what | by | license | comment | |
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| Jul 26, 2022 at 7:11 | comment | added | lpnorm | @NateRiver Thank you so much, the Chapter you mentioned was really helping my understanding and the book in general is fantastic. | |
| Jul 15, 2022 at 9:23 | comment | added | Nate River | The equivalence of these two formulations is a (nontrivial) theorem. Usually the latter is taken to be primary. You can find a proof of the equivalence in, say, Baldi’s Stochastic Calculus, Chapter 8. | |
| S Jul 13, 2022 at 9:57 | review | First questions | |||
| Jul 13, 2022 at 11:36 | |||||
| S Jul 13, 2022 at 9:57 | history | asked | lpnorm | CC BY-SA 4.0 |