Brownian Motion(gregorygundersen.com)
57 points by signa11 | 8 comments
A blog post building intuition for Brownian motion by deriving its marginal distribution from a discrete-time random walk.
#brownian-motion on Hacker News
2 stories tagged brownian-motion, newest first.
Introduction to Stochastic Calculus(jiha-kim.github.io)
414 points by ibobev | 69 comments
A blog post by Ji-Ha Kim giving a beginner-friendly, intuition-focused introduction to stochastic calculus using calculus-based derivations.