operator ordering convention that all the momentum operators act after all the position operators. The SEO can be made unique by supplying it with its most natural mathematical definition of the pullback induced by the noise-configuration-dependent SDE-defined diffeomorphisms and averaged over the noise configurations. This disambiguation leads to the Stratonovich interpretation of SDEs that can be turned into the Itô interpretation by a specific shift of the flow vector field of the SDE. See also Stochastic calculus Itô's lemma Stratonovich integral Semimartingale Wiener process References Hagen Kleinert (2004). Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 4th edition, World Scientific (Singapore); Paperback . Fifth edition available online: PDF-files, with generalizations of Itô's lemma for non-Gaussian processes. Mathematical Finance Programming in TI-Basic, which implements Ito calculus for TI-calculators. Definitions of mathematical integration Stochastic calculus Mathematical finance Integral calculus