  A new approach to stochastic integration is described, which is based on an
a.s. pathwise approximation of the integrator by simple, symmetric random
walks. Hopefully, this method is didactically more advantageous, more
transparent, and technically less demanding than other existing ones. In a
large part of the theory one has a.s. uniform convergence on compacts. In
particular, it gives a.s. convergence for the stochastic integral of a finite
variation function of the integrator, which is not c\`adl\`ag in general.
