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Sun Apr 17 14:14:10 +0000 2022

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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

Posted April 17, 2022