For f ∈ C², df(t,B_t) = ∂_t f dt + ∂_x f dB_t + ½ ∂_{xx} f dt — the chain rule of stochastic calculus, correcting classical calculus by ½ f'' dt.
For f ∈ C², df(t,B_t) = ∂_t f dt + ∂_x f dB_t + ½ ∂_{xx} f dt — the chain rule of stochastic calculus, correcting classical calculus by ½ f'' dt.