SDE dX = mu dt + sigma dW interpretable two ways: Ito uses left-endpoint (martingale property + non-anticipating) vs Stratonovich uses midpoint (chain-rule respects classical calculus); convertible via drift-correction.
SDE dX = mu dt + sigma dW interpretable two ways: Ito uses left-endpoint (martingale property + non-anticipating) vs Stratonovich uses midpoint (chain-rule respects classical calculus); convertible via drift-correction.