Brownian Motions and Quantifying Randomness in Physical Systems

[ergospherical]

Stochastic calculus has come a long way since Robert Brown described the motion of pollen through a microscope in 1827. It’s now a key player in data science, quant finance, and mathematical biology. This article is drawn from notes I wrote for an undergraduate statistical physics course a few months ago. There won’t be any mathematical rigor.

Pollen grains in water

Table of Contents
ToggleBrownian processes (and a Wetherspoons customer)Example: A drunken martingaleStochastic differential...

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[Greg Bernhardt]

Thanks for making this into an Insight @ergospherical! Looks great!