SDEs can be integrated with different integrals such as “ito”, “stratonovich”, “Hitsuda-Skorokhod”, “Malliavin”, “Marcus”, “Ogawa”, etc. Among these, “ito”, “stratonovich” are the most commonly used and their support is recommended. Different integration schemes can have different diffusion terms, which can be translated between each other in some cases, but only if you know which integral it was designed for.
SDEs can be integrated with different integrals such as “ito”, “stratonovich”, “Hitsuda-Skorokhod”, “Malliavin”, “Marcus”, “Ogawa”, etc. Among these, “ito”, “stratonovich” are the most commonly used and their support is recommended. Different integration schemes can have different diffusion terms, which can be translated between each other in some cases, but only if you know which integral it was designed for.