How to study stochastic calculus (2024)

How to study stochastic calculus (1)

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Jul 10, 2021

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And why you are probably doing it wrong.

How to study stochastic calculus (2)

Stochastic calculus, as its name suggests: is an area of mathematics concerned with the calculus (e.g. derivatives, integrals, limits, etc.) of stochastic processes (also known as random processes, effectively sequences of random numbers which possess certain properties). It is a natural extension of ordinary calculus to functions of a random variable, which are not…

How to study stochastic calculus (2024)
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