Stochastic Process

Still WIP

Stochastics are in Stratonovich space so for a standard Ito process:

\[ X(t,W_t) = \int a X(t,W_t) \partial t + \int b X(t,W_t) \partial W_t + X(0,W_0) \]

We must adjust the drift, which can be done by the use of a shortcut. The underlying variable types are defined on a point-by-point basis.