Hacker News with Generative AI: Stochastic Calculus

An Introduction to Stochastic Calculus (2022) (bjlkeng.io)
Many physical phenomena (and financial ones) can be modelled as a stochastic process that is described using a stochastic differential equation.
Mathematics, Stochastic Calculus, Finance, Physics
173 points by ibobev 10 days ago | 44 comments
Introduction to Stochastic Calculus (jiha-kim.github.io)
This document is a brief introduction to stochastic calculus. Like, an actual introduction. Not the textbook “introductions” which immediately blast you with graduate-level probability theory axioms and definitions.
Mathematics, Stochastic Calculus, Education
444 points by ibobev 61 days ago | 70 comments