An accessible introduction to stochastic calculus and Brownian motion, focusing on physical intuition and calculus-based derivations rather than formal probability theory, covering key concepts from discrete random walks to Itô calculus and stochastic differential equations.

https://jiha-kim.github.io/posts/introduction-to-stochastic-calculus/

#mathematics #stochasticcalculus #brownianmotion #financialmathematics #probabilitytheory