Stochastic Calculus
My research involved stochastic differential equations and random matrix theory, but arguably the stochastic stuff is more broadly useful.
These notes cover finite processes, Wiener processes, Ornstein-Uhlenbeck processes, the Ito and Stratonovich calculi, and how to solve stochastic differential equations.
They were taken from various sources while I was in grad school. They're also useful in the context of finance and machine learning as applied to Time Series.
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