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Brownian Motions and Quantifying Randomness in Physical Systems

Physics Forums Insights · · 80 views

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...

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