
Nassim Nicholas Taleb @nntaleb
3) Centrally, Itò Calculus ≠ Deterministic Calculus. The below by quantpie replaces the continuation of my video. Mistake to go from the Var of a Brownian Motion V(W)=Δt to instantaneous dW^2=dt in the Itò integral; requires PROVING mean-square conv. https://t.co/netneyr6fg — PolitiTweet.org