An Application to Ito Integrals I

[@mridulagarwal5933]

Small Correction- @13:19 fx(t,X(t)).dW(t) -> fx(t,X(t)).dX(t)

[@mehdiAbderezai]

isn't Ito's 3rd term 1/2 fxx(t,x(t))dt instead of 1/2 fxx(t,x(t))dx(t)dx(t)? 11:10

[@mridulagarwal5933]

Why do the term R(0) disappear when f(t,x) was differentiated with respect to x? @ around 9.00 minute

[@l30nard0r]

don't think it should and believe it's necessary for later on when expressing df(t,x(t)) = alpha - beta* f(t,x(t))dt + sigma*dW(t)

[@barojkumar3544]

Please remove the footer when writing near the lower end of the board