Overview
The Ito Calculus gives meaning to the Ito Integral
{% \displaystyle \int dX(t,W(t)) = \int u(t) dt + \sigma(t) dW(t) %}
where {% dW(t) %} is a
Brownian Motion.
The form of the integral is similar to that of th Riemann Stieltjes Integral.
The above integral is often just abbreviated as
{% dX(t,W(t)) = u(t) dt + \sigma(t) dW(t) %}