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Ito stochastic integral

The Ito integration formula, which is presented in the next subsection, is useful for the purpose of evaluating a stochastic integral. [Pg.168]

The following example shows the application of the Ito integration formula to evaluate a stochastic integral. [Pg.169]

See other pages where Ito stochastic integral is mentioned: [Pg.168]   
See also in sourсe #XX -- [ Pg.168 , Pg.169 ]



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Stochastic integration

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