Stratonovich integral

The Stratonovich integral is a way to integrate functions with respect to a stochastic process, like a fluctuating signal or random noise, often used in physics and engineering. Unlike classical integrals, it accounts for the random variability, making it suitable for systems where noise influences outcomes. It closely resembles traditional calculus rules, allowing for intuitive calculations and transformations, especially when dealing with models derived from physical phenomena. Essentially, the Stratonovich integral provides a mathematically consistent way to handle integration in systems influenced by randomness, bridging stochastic processes with familiar calculus techniques.