@inbook{4da014725c334d1d8dd954b78a2a19f7,
title = "It{\^o} Integrals",
abstract = "We recall the definition of the It{\^o} integral with respect to a local continuous martingale and then with respect to a semimartingale specifying the case of the Brownian motion. We show that the forward (resp., symmetric) integral is the natural extension of the It{\^o} (resp., Stratonovich) integrals.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_5",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "165--198",
booktitle = "Bocconi and Springer Series",
}