New posts in Stochastic Integrals

Is Ito's lemma also valid with stopped integrals?

Understand better stochastic integral through a.s. convergence

Ito formula for jump-Diffusion

Stochastic Differential Equation solution for Geometric Brownian Motion

The integral is the area under the curve. Is there a similar notion for stochastic integrals?

Integral of Wiener Squared process

Stochastic Integrals are confusing me; Please explain how to compute $\int W_sdW_s$ for example

Could someone explain rough path theory? More specifically, what is the higher ordered "area process" and what information is it giving us?

Further Reading on Stochastic Calculus/Analysis

Moment generating function of the stochastic integral $\int_0^t \alpha_s \, dW_s$