Thanks again. I noticed a typo that you may address in the future. At @5:37 when showing the final formulas for the left, right, and midpoint rules - in the bottom right of the screen, the subscripts on B are missing the t for the RHS of the first two if-clauses.
You say that the Stratonovich integral is anticipatory, but I thought a process being non-anticipatory would be basically the same thing as same that it F_t adapted (i.e. can't see past t), but both of these integrals are adapted. Am I misunderstanding something? Thanks for a great series.
This channel is gold
@Sundar J, thank you!
it is an outstanding work here! thank you for your dedication
Thank you too!
The explanation is very good, thanks for sharing!
Thanks again. I noticed a typo that you may address in the future. At @5:37 when showing the final formulas for the left, right, and midpoint rules - in the bottom right of the screen, the subscripts on B are missing the t for the RHS of the first two if-clauses.
thanks @Nathan Crock!! great spot!
You say that the Stratonovich integral is anticipatory, but I thought a process being non-anticipatory would be basically the same thing as same that it F_t adapted (i.e. can't see past t), but both of these integrals are adapted. Am I misunderstanding something?
Thanks for a great series.
Ito is left continuos, meaning you can only approach from the left, in time perspective, from the past.