Question: Let (2, F, P) be a probability space and let {W,:t>0} be a standard Wiener process. The following stochastic Ito integral with respect to

Let (2, F, P) be a probability space and let {W,:t>0} be

Let (2, F, P) be a probability space and let {W,:t>0} be a standard Wiener process. The following stochastic Ito integral with respect to a standard Wiener process can be defined as n-1 I = - [ f(W., s)dW. = lim [(We, ts) (Wers. W.) 11-700 i=0 where f is a simple process, and t; = it/n, 0 = to

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