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Mathematics

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Mathematical Analysis

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Calculus

Stochastic Calculus

Created on Aug 01, 2023

Stochastic Calculus
  • is a branch of mathematics that operates on stochastic processes
  • it allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes
  • this field was created and started by the Japanese mathematician Kiyosi Itô during World War II

Resources

  • https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/