This tag is used for questions about stochastic integrals - especially for calculations . For questions related to more theoretic aspects of stochastic integrals such as its construction. Stochastic-analysis may be a more appropriate tag.

A stochastic integral is an integral of stochastic processes with respect to stochastic processes. This may include Ito's integrals, but also variants such as Stratonovich integrals.

history | excerpt history