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

Oscar Nieves
7 min readOct 31, 2022
[Image from https://en.wikipedia.org/wiki/Stochastic_process#/media/File:BMonSphere.jpg]

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…

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Oscar Nieves

I write stories about applied math, physics and engineering.