Itô’s Integral

This post is on Itô’s Integral. The notes are taken from the second part of the MIT OpenCourseWare lecture linked in the previous post on Ito’s lemma.

I’m kind of lost when he discussed Itô Isometry. Did more research for a better understanding. The first video below gives a more concrete explanation of Itô’s integral.

This second video is one of the clearest video I found online. Unfortunately, it is in Mandarin. It gives a very clear explanation of Itô’s isometry and gives a few examples on how to apply the property. I wish all quant finance courses are as well-explained.