Ito Integral Query

Discussion in 'CT8' started by Nish Lau, Aug 6, 2018.

  1. Nish Lau

    Nish Lau Member

    What does the following statement from core reading (pg- 310/1060) mean?

    " However, Such Ito integrals can be given meaning for a suitable class of F(subscript - s) - measurable random integrands Y(subscript - s). This involves a method of successive approximation by step functions."

    Its talking about the Ito Integral.

    What does F(subscript - s) measurable in this context ?

     

Share This Page