Abstract
In this chapter, we compare the integration theory developed in the previous chapter to the usual theories of stochastic integration, be it in the Itˆo or the Stratonovich sense.
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Friz, P.K., Hairer, M. (2020). Stochastic integration and Itô’s formula. In: A Course on Rough Paths. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-41556-3_5
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DOI: https://doi.org/10.1007/978-3-030-41556-3_5
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Publisher Name: Springer, Cham
Print ISBN: 978-3-030-41555-6
Online ISBN: 978-3-030-41556-3
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