Stochastic Calculus Intro: From Discrete Steps to Continuous Randomness

This blog post provides an accessible introduction to stochastic calculus, starting with Pascal's triangle and the binomial distribution to build intuition for Brownian motion and Itô calculus. It explains the physical meaning and mathematical derivation of Brownian motion, introduces Itô's lemma and stochastic differential equations (SDEs), and touches upon Stratonovich calculus. The post features numerous illustrations and code examples, making it ideal for those wanting to explore stochastic calculus.