In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan L. Stratonovich and D. L. Fisk) is a stochastic integral, the most common alternative to the Itō integral. Although the Ito integral is the usual choice in applied mathematics, the Stratonovich integral is frequently used in physics.
In some circumstances, integrals in the Stratonovich definition are easier to manipulate. Unlike the Itō calculus, Stratonovich integrals are defined such that the chain rule of ordinary calculus holds.
Perhaps the most common situation in which these are encountered is as the solution to Stratonovich stochastic differential equations (SDE). These are equivalent to Itō SDEs and it is possible to convert between the two whenever one definition is more convenient.
Read more about Stratonovich Integral: Definition
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