Stochastic Calculus: A Deep Dive from Physics to Finance

This post delves into stochastic calculus, extending regular calculus to stochastic processes. Starting with the measure-theoretic definition of probability, it covers stochastic processes, the Wiener process, Itô calculus, and applications in physics and finance. The author blends intuition with rigor, using examples like the Langevin equation to illustrate key concepts. It's a comprehensive yet accessible guide to a complex topic.