- #1
saminator910
- 96
- 1
As the title says, while using Stochastic Calculus, can someone explain some of the properties of differentials?
Why does [itex]dB_t dB_t=dt[/itex]
Also, why does [itex]dt dt=0[/itex]
and [itex]dB_t dt=0[/itex]
I don't really get why these work?
Why does [itex]dB_t dB_t=dt[/itex]
Also, why does [itex]dt dt=0[/itex]
and [itex]dB_t dt=0[/itex]
I don't really get why these work?