The stochastic integral ∫_0^t H_s dB_s defined for adapted H ∈ L²([0,T]×Ω) as an L²-limit of left-endpoint Riemann sums. Basis of stochastic calculus.
The stochastic integral ∫_0^t H_s dB_s defined for adapted H ∈ L²([0,T]×Ω) as an L²-limit of left-endpoint Riemann sums. Basis of stochastic calculus.