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Introduction to Stochastic Integration - Hui-Hsiung Kuo - Google Books
https://books.google.de/books?id=VEAxuzpCvj0C&pg=PA102#v=onepage
In the Leibniz–Newton calculus, one learns the di?erentiation and integration of deterministic functions. A basic theorem in di?erentiation is the chain rule, which gives the derivative of a composite of two di?erentiable functions. The chain rule, when…
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Introduction to Stochastic Integration - Hui-Hsiung Kuo - Google Books
https://books.google.de/books?id=VEAxuzpCvj0C&pg=PA103#v=onepage
In the Leibniz–Newton calculus, one learns the di?erentiation and integration of deterministic functions. A basic theorem in di?erentiation is the chain rule, which gives the derivative of a composite of two di?erentiable functions. The chain rule, when…