In the context of derivatives pricing, I have read about calculating the Ito integral to get the expectation of a random variable, but am having trouble developing an intuitive sense of its significance. My impression has been that the information derived is the same as what I could get from plain descriptive statistics using the mean and variance. I assume this is wrong, so what is the additional information that the Ito integral gives you in reference to the expectation?
2026-04-06 16:51:18.1775494278
What does the Ito integral provide?
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