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Let's say we define a stochastic integral as:

[tex] W(t) = \int^{t}_{0} f(\varsigma)dX(\varsigma) = \lim_{n\rightarrow\infty} \sum^{n}_{j=1} f(t_{j-1})(X(t{j})) - X(t_{j-1})) [/tex] with [tex] t_{j} = \frac{jt}{n} [/tex] IS this basically the same definition as a regular integral?

Also if we have [tex] W(t) = \int^{t}_{0} f(\varsigma) dX(\varsigma) [/tex] then does [tex] dW = f(\varsigma) dX [/tex]?

Thanks

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# Homework Help: Stochastic Integrals

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