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seen Jun 17 '13 at 21:14

Oct
12
comment How to perform basic integrations with the Ito integral?
Great, thanks again, also for the references.
Oct
12
comment How to perform basic integrations with the Ito integral?
I added the reference. I see, in fact the book isn't really clear about Ito. It starts by deriving it using the Taylor expansion of $df$ and then continues simplifying it step by step.
Oct
12
revised How to perform basic integrations with the Ito integral?
added book reference
Oct
12
awarded  Scholar
Oct
12
comment How to perform basic integrations with the Ito integral?
The text book does in that chapter most calculations with this simplified case.
Oct
12
comment How to perform basic integrations with the Ito integral?
Thanks a lot! Though I still have to find my error...
Oct
12
accepted How to perform basic integrations with the Ito integral?
Oct
12
awarded  Student
Oct
12
awarded  Editor
Oct
12
revised How to perform basic integrations with the Ito integral?
removed some stuff that was wrong
Oct
12
asked How to perform basic integrations with the Ito integral?
Oct
3
awarded  Supporter
Feb
16
comment What is Quantization ?
Is there some parallel to the term "Quantization" in Physics?