In this category, I’d like to post the articles about stochastic calculus related to various topics such as the nonlinear filtering, machine learning, signal processing and fundamental theories.

Solution of Fokker Plank Equation 30 Jun 2019

Weak solution of Stochastic Differential Equation 28 Jan 2019

Existence and Uniqueness of Stochastic Differential Equation 26 Jan 2019

DiscreteGronwall Inequality 26 Nov 2018

Important Assumption and Lemma for Stochastic Analysis 25 Nov 2018

A Study of Stochastic Gradient (English/Korean) 05 Oct 2018

FermiDirac Statistics (written with Korean) 05 Oct 2018

Ito Formula  Solution of Basic SDE 11 Aug 2018

Wiener Process Properties 01 Aug 2018

KullbackLeibler Divergence 01 Aug 2018

Fundamental Formulas for Stochastic Calculus 25 Jul 2018