the article goes into the details in https://jiha-kim.github.io/posts/introduction-to-stochastic-calculus/#the-it%C3%B4-integral-integrating-against-randomness

the article goes into the details in https://jiha-kim.github.io/posts/introduction-to-stochastic-calculus/#the-it%C3%B4-integral-integrating-against-randomness https://jiha-kim.github.io/posts/introduction-to-stochastic-... but the TLDR is it's a way to define integration of random walks.