The Itô integral is a mathematical concept used in stochastic calculus, which deals with integrating functions that are influenced by random processes. It is particularly important in the field of finance for modeling the behavior of stock prices and other financial instruments. The Itô integral allows for the integration of functions with respect to Brownian motion, a continuous-time stochastic process that represents random movement. Unlike traditional integrals, the Itô integral accounts for the unpredictable nature of random processes. It is defined using limits of sums of random variables, making it suitable for applications in areas such as quantitative finance and risk management. This integral is a key component of the Itô calculus, which extends classical calculus to stochastic processes.