Answer:
The mathematical theory of stochastic integrals, i.e. integrals where the integrator function is over the path of a stochastic, or random, process. Brownian motion is the classical example of a stochastic process. It is widely used to model the prices of financial assets and is at the basis of Black and Scholes' theory of option pricing.
First answer by Pandoga. Last edit by Mrkbh. Contributor trust: 686 [recommend contributor recommended]. Question popularity: 42 [recommend question].

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