Through a couple of different avenues I wandered, yet again, down a rabbit hole leading to the topic of this post. The first avenue was through my main focus on a particular machine learning topic that utilized some concepts from physics, which naturally led me to stochastic calculus. The second avenue was through some projects at work in the quantitative finance space, which is one of the main applications of stochastic calculus. Naively, I thought I could write a brief post on it that would...