repeating the ritual of failure

Discussion in 'Chit Chat' started by lolatency, Apr 1, 2009.

  1. 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.


    Wish me luck.
  2. Never heard of it and I worked in applied math all of my career. Must be a new invention.:D
  3. 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.
  4. And there is a whole course dedicated to that? WOW! Thanks for the explanation.