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Stochastic Integral
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Summary
The
Stochastic Integral
is a fundamental component in
Stochastic Calculus
, used to define integrals where the integrator is a
Stochastic Process
, like
Brownian Motion
. It is crucial for modeling
Random Processes
in fields such as
Financial Mathematics
and is key to the formulation of
Stochastic Differential Equations
.
Concepts
Stochastic Calculus
Ito's Lemma
Brownian Motion
Martingale Theory
Stochastic Differential Equations
Wiener Process
Ito Integral
Stratonovich Integral
Pathwise Integration
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