3590随机过程中等essayshort
It\^o Versus Ordinary Chain Rule
题目
Give a short explanation of how It\^o's lemma should be viewed as a stochastic version of Taylor expansion rather than as a minor tweak to ordinary chain rule.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
题目
Give a short explanation of how It\^o's lemma should be viewed as a stochastic version of Taylor expansion rather than as a minor tweak to ordinary chain rule.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。