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user 68213
Questions designed to get an overview of a specific subject or body of results or to understand the relations among similar definitions, techniques or concepts appearing in different sub-fields of mathematics. While such questions by their very nature sometimes cannot be made very narrow and focused, it can be helpful to keep in mind that the design of MathOverflow does not make it a good fit for questions that are too broad.
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Intuition and/or visualisation of Itô integral/Itô's lemma
Suppose you ask a physicist, if a particle is at x = t^2. Now you ask him where the particle is an arbitrarily small time just before t = 1.
Physicists always just do a Taylor expansion around the …
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