I am using `\newtheorem{thm}{Theorem}[section]`

and would like to my article to read *Heuristic Proof* instead of the standard *Proof*. I am showing Ito's but not in a rigorous way. Any ideas?

```
\begin{Heuristic proof}
Since $g(x, t)$ is twice continuously-differentiable, we can apply Taylor's expansion to get
\begin{align*}
dg(W,t) &= g(t+\Updelta t\,,\,W+\Updelta W) - g(t\,,\,W)\\
&= \frac{\partial g}{\partial t}dt + \frac{\partial g}{\partial x}dW + \frac{1}{2}\frac{\partial^2 g}{\partial x^2}(dW)^2 + \frac{1}{2}\frac{\partial^2 g}{\partial t^2}(dt)^2+ \frac{1}{2}\frac{\partial^2 g}{\partial t \partial x}(dt)(dW) + \dots\,\,(*)
\end{align*}
\end{Heuristic proof}
```

## Best Answer

The following defines a new proof-like environment in which the proof title is temporarily changed to "Heuristic Proof" (despite my own reservations of the use of the word

heuristicin these circumstances!), implementing lockstep's idea from the comments but in such a way that the original proof environment still exists.