From 6e70f28ccbd5afc1506f71f013278a9d157ef03a Mon Sep 17 00:00:00 2001 From: Prefetch Date: Thu, 27 Oct 2022 20:40:09 +0200 Subject: Optimize last images, add proof template, improve CSS --- source/know/concept/ito-integral/index.md | 24 +++++++++--------------- 1 file changed, 9 insertions(+), 15 deletions(-) (limited to 'source/know/concept/ito-integral') diff --git a/source/know/concept/ito-integral/index.md b/source/know/concept/ito-integral/index.md index f087f97..4a725e1 100644 --- a/source/know/concept/ito-integral/index.md +++ b/source/know/concept/ito-integral/index.md @@ -29,6 +29,7 @@ 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 $$B_t$$. + ## Motivation Consider the following simple first-order differential equation for $$X_t$$, @@ -99,7 +100,8 @@ $$\begin{aligned} \end{aligned}$$ For more information about applying the Itō integral in this way, -see the [Itō calculus](/know/concept/ito-calculus/). +see the [Itō calculus](/know/concept/ito-process/). + ## Properties @@ -138,11 +140,8 @@ $$\begin{aligned} } \end{aligned}$$ -
- - - -
Furthermore, Itō integrals are [martingales](/know/concept/martingale/), meaning that the average noise contribution is zero, which makes intuitive sense, since true white noise cannot be biased. -
- - - -
+{% include proof/end.html id="proof-martingale" %} -- cgit v1.2.3