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关于公式推导 #62

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xiaojiebangbang opened this issue Nov 5, 2023 · 1 comment

xiaojiebangbang commented Nov 5, 2023

您好，请问公式推导中中间这一项是怎样推出的，其他三项我知道如何得来，中间这一项怎么也没想通，多有打扰，期待回复！

Owner

Algolzw commented Nov 6, 2023

你好这个其实就是Ito’s formula，其推导是利用泰勒展开式，具体可以看wiki上哈。

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