Abstract
In this paper we present the stochastic d’Itô integral with respect to a Brownian motion. It is part of wider stochastic integral theory with respect to a continuous semi-martingale; hence we define the class of random functions which are going to be integrated. The whole presentation is based on probability filtering space
Cuvinte cheie
probability filtering space
d’Itô integral
Stratonovich integral
brownian motion.