Apr 9, 2020
I have completed an updated draft version of the book, and would like to have you send me feedback on the book, the style, typos, or mistakes. In this version, I have sharpened the Itô’s Formula so it has less technicalities. Now, it works like a charm in finite-dimensional spaces and is applicable to infinite-dimensional spaces as well. Also, the integral depending a parameter section is revamped. Now, the results are much sharper and does allow arbitrary measurable function inside the integrand. Some more results on Riemann-Stieltjes integral are obtained that are used to support the Itô’s Formula proof. These results are important in their own right as well.