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Results tagged with stochastic-calculus
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user 68858
Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.
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votes
Intuition and/or visualisation of Itô integral/Itô's lemma
Yet another angle on this:
Normally, when we integrate a deterministic function, time always moves forward. Thus, in a question like $\int_0^t t dt$ or $\int_0^t t^2 dt$ t always moves forward and t …
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