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Stochastic Integrals and Their Expectations
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This article explains how the Itovsn3 package can be extended to add various properties and rules for ItoIntegral, which represents a stochastic or Itô integral. This allows us to introduce a further expectation operator and compute suitable expectations involving Itô integrals.
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http://www.mathematica-journal.com/issue/v9i4/StochasticIntegrals.html
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