The Base Of Financial Stochastic Analysis And Its Application

This is a review article. This paper mainly introduces Ito calculusand Brownian motion. First, there is a brief introduction about someof the definitions that we need to use, such as random variablesand martingale. Then we fit the knowledge into the Brownianmotion and Ito calculus gradually. Finally we talk about their use inthe financial markets based on the above conclusion.