Yeah… each component of a random vector is its own stochastic random variable which would represent its own stock. The subscripted numbers are just indices for each stochastic process, and he uses d as the vectors size (so yeah the number of stochastic processes)
René Gâteaux was killed on 3 October 1914 (during WW I)
So, in the vector W(t), each component is itself a stochastic process ? (can we think like d number of stochastic processes)
Yeah… each component of a random vector is its own stochastic random variable which would represent its own stock. The subscripted numbers are just indices for each stochastic process, and he uses d as the vectors size (so yeah the number of stochastic processes)
The title of the video is wrong. This lecture is on 'Ito integrals in Higher Dimension'.