# The building blocks of stochastic calculus — Part I: Wiener processes

7 min readOct 31, 2022

Stochastic calculus is the branch of mathematics that focuses on the study of stochastic processes (e.g. processes which are random in time or sequences of random variables obeying certain statistical properties) and the calculus associated with them, namely derivatives and integrals. It is a broad field with many applications in engineering, science and most notably…