Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics. Patrick Muldowney
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A closer reading of source material may provide answers and/or corrections to some or all of the above comments and queries. Any misinterpretation, confusion, and errors may be dispelled by closer examination of the underlying ideas.
Aside from these issues, and looking beyond the classical mathematical theory, the general idea of stochastic integral is, in intuitive terms, a persuasive, natural and practical way of thinking about the underlying reality.
An alternative (and hopefully more understandable) mathematical way of representing this reality is presented in subsequent chapters of this book.
Example 2
In order to focus on the underlying ideas, here is a simple illustration. Suppose, at different times t,
and probability
where
Now suppose that, for
where f is a deterministic function. For instance, the deterministic relation could be
This scenario is in broad conformity with I1, I2, I3, I4 above. So it may be possible to consider, in those terms, the stochastic integral of
the two formulations being equivalent. If the stochastic integral “
Just as