# ** Equivalence of Itô and Stratonovich Calculus**

The Itô SDE,

is equivalent to the Stratonovich SDE,

The Stratonovich SDE,

is equivalent to the Itô SDE,

** Next:** An example of the application of the Itô Rule

** Up:** An Introduction to Stochastic Differential Equations

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Everett F. Carter

Taygeta Scientific Inc.

*Skip Carter *

Thu Dec 28 10:02:12 PST 1995