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已有 609 次阅读 2022-11-18 14:25 |系统分类:科研笔记

Usually, in classical calculus, the derivative is introduced before integral, and certainly before differential equations. In stochastic, or Ito calculus, the order is reversed since the stochastic integral has a meaningful definition (and construction) as presented above, while the stochastic derivative, or more precisely, the stochastic differential is defined as a reverse operation, i.e., as an anti-stochastic-integral.



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