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Introduction to Stochastic Calculus

Introduction to Stochastic CalculusNotation and code for generating visuals are presented in the Appendix.0. IntroductionThis 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.The goal of this blog post is more to focus on the physical intuition and derivation of Brownian motion, which is the foundation of stochastic calculus. I will avoi...

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