<div dir="ltr"><div class="gmail_default" style="font-family:verdana,sans-serif">When differentiating integrals, is there a difference between Ito integrals and regular Riemann integrals?</div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif">Specifically, please see below (sorry I don't know how to use Latex!).</div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif">The top contains an extra dW term in the derivative, whereas the bottom does not contain an extra dt. </div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif">Is this because the first integral is Ito, so we must retain the dW? </div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif">For reference, top is review problem 7.5 and bottom is review problem 7.2. Thanks in advance!</div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif"><img src="cid:ii_15fc9e172e0ff4e5" alt="Inline image 1" width="283" height="241" style="margin-right: 0px;"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif"><br></div><div class="gmail_default" style="font-family:verdana,sans-serif">Rich</div><div><br></div>-- <br><div class="gmail_signature"><div dir="ltr"><div><div dir="ltr"><font face="verdana, sans-serif">Richard Rosenbaum</font><div><font face="verdana, sans-serif">Master of Science in Computational Finance Candidate</font></div><div><font face="verdana, sans-serif">Carnegie Mellon University - Class of Dec. 2018</font></div></div></div></div></div>
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