Revision history of "Ito Calculus"

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  • curprev 21:30, 3 December 2012‎ Tedyun talk contribs‎ 308 bytes +308‎ Created page with "Let $W_t$ be the Wiener process. Let $X_t$ be the Ito process, i.e. $dX_t = \mu dt + \sigma dW_t$ for some functions $\mu$ and $\sigma$ of $X_t$ and $t$. Then, for twice diff..."
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