#stochasticcalculus — Public Fediverse posts
Live and recent posts from across the Fediverse tagged #stochasticcalculus, aggregated by home.social.
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An Introduction to Stochastic Calculus
https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/
#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education
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An Introduction to Stochastic Calculus
https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/
#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education
-
An Introduction to Stochastic Calculus
https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/
#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education
-
An Introduction to Stochastic Calculus
https://bjlkeng.io/posts/an-introduction-to-stochastic-calculus/
#HackerNews #StochasticCalculus #Introduction #MathFinance #ProbabilityTheory #Education
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My distance and number of steps for a walk are approximations of the variation over the interval of my location, AKA total variation.
https://en.wikipedia.org/wiki/Total_variation
They are finite because even though you may think it is so, I am not really doing a random walk (which would have infinite variation and finite quadratic variation). 😎