Expand knowledge base, reorganize measure theory, update gitignore

1 files changed, 3 insertions, 4 deletions

diff --git a/content/know/concept/ito-integral/index.pdc b/content/know/concept/ito-integral/index.pdc
index ec49189..cbd4a91 100644
--- a/content/know/concept/ito-integral/index.pdc
+++ b/content/know/concept/ito-integral/index.pdc
@@ -13,9 +13,8 @@ markup: pandoc
 # Itō integral
 
 The **Itō integral** offers a way to integrate
-a time-indexed [random variable](/know/concept/random-variable/)
-$G_t$ (i.e. a stochastic process) with respect
-to a [Wiener process](/know/concept/wiener-process/) $B_t$,
+a given [stochastic process](/know/concept/stochastic-process/) $G_t$
+with respect to a [Wiener process](/know/concept/wiener-process/) $B_t$,
 which is also a stochastic process.
 The Itō integral $I_t$ of $G_t$ is defined as follows:
 
@@ -29,7 +28,7 @@ $$\begin{aligned}
 
 Where have partitioned the time interval $[a, b]$ into steps of size $h$.
 The above integral exists if $G_t$ and $B_t$ are adapted
-to a common [filtration](/know/concept/sigma-algebra) $\mathcal{F}_t$,
+to a common filtration $\mathcal{F}_t$,
 and $\mathbf{E}[G_t^2]$ is integrable for $t \in [a, b]$.
 If $I_t$ exists, $G_t$ is said to be **Itō-integrable** with respect to $B_t$.