Abstract
In this chapter, we compare the integration theory developed in the pre¬vious chapter to the usual theories of stochastic integration, be it in the Ito or the Stratonovich sense.
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© 2014 Springer International Publishing Switzerland
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Friz, P.K., Hairer, M. (2014). Stochastic integration and Ito's formula. In: A Course on Rough Paths. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-08332-2_5
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DOI: https://doi.org/10.1007/978-3-319-08332-2_5
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-08331-5
Online ISBN: 978-3-319-08332-2
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