Ito formula is defined as a process of the form
$$ X(t)=X(0)+\int_0^t\delta(s)dW_s +\int_0^t\theta(s)ds $$
one obvious way to simulate it is to first generate a Brownian motion and then use the Euler method.
But are there better ways?
2026-03-29 03:10:51.1774753851
What is the popular way to simulate an Ito process?
177 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in STOCHASTIC-PROCESSES
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