Requires the electrical engineering calculation

The Itô calculus

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2016 | OriginalPaper | Book chapter

In this chapter we will introduce Itô differentials and prove the Itô calculus for them.

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About this chapter
book
Stochastic integration

Print ISBN: 978-3-658-14131-8

Electronic ISBN: 978-3-658-14132-5

Copyright Year: 2016

https://doi.org/10.1007/978-3-658-14132-5

DOI
https://doi.org/10.1007/978-3-658-14132-5_7

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