3 ms·
This is such a good model for how to write a beginner friendly introduction. Especially the motivation for the Ito lemma, with the dW^2 term remaining important
by ngriffiths 2y ago
This is such a good model for how to write a beginner friendly introduction. Especially the motivation for the Ito lemma, with the dW^2 term remaining important even though it disappears in regular calculus, and the conversion to Stratonovich is really nice.