repeating the ritual of failure

In a half hour, I have another midterm in stochastic calculus. Sure, I understand everything in the book, but the exams come out of nowhere. Last time, I got a B+ (missed A by one point). I still feel like I am going to fail completely.

EPIC FAIL AHEAD.

Wish me luck.

 

Never heard of it and I worked in applied math all of my career. Must be a new invention.

 

It's basically when you have to integrate or differentiate over top of a stochastic process like brownian motion. (They call them ito/wiener processes.) You can't integrate a function over brownian motion because it's not really[1] continuous, and it's random.

[1] Sort of.

 

And there is a whole course dedicated to that? WOW! Thanks for the explanation.