This post provides a gentle introduction to stochastic calculus, focusing on the Ito integral. It explains the motivation behind needing a new type of calculus for random processes like Brownian motion, highlighting its non-differentiable nature. The post defines the Ito integral, emphasizing its difference from the Riemann integral due to the non-zero quadratic variation of Brownian motion. It then introduces Ito's Lemma, a crucial tool for manipulating functions of stochastic processes, and illustrates its application with examples like geometric Brownian motion, a common model in finance. Finally, the post briefly touches on stochastic differential equations (SDEs) and their connection to partial differential equations (PDEs) through the Feynman-Kac formula.
The Graphics Codex is a comprehensive, free online resource for learning about computer graphics. It covers a broad range of topics, from fundamental concepts like color and light to advanced rendering techniques like ray tracing and path tracing. Emphasizing a practical, math-heavy approach, the Codex provides detailed explanations, interactive diagrams, and code examples to facilitate a deep understanding of the underlying principles. It's designed to be accessible to students and professionals alike, offering a structured learning path from beginner to expert levels. The resource continues to evolve and expand, aiming to become a definitive and up-to-date guide to the field of computer graphics.
Hacker News users largely praised the Graphics Codex, calling it a "fantastic resource" and a "great intro to graphics". Many appreciated its practical, hands-on approach and clear explanations of fundamental concepts, contrasting it favorably with overly theoretical or outdated textbooks. Several commenters highlighted the value of its accompanying code examples and the author's focus on modern graphics techniques. Some discussion revolved around the choice of GLSL over other shading languages, with some preferring a more platform-agnostic approach, but acknowledging the educational benefits of GLSL's explicit nature. The overall sentiment was highly positive, with many expressing excitement about using the resource themselves or recommending it to others.
Karl Weierstrass’s function revolutionized mathematics by demonstrating a curve that is continuous everywhere but differentiable nowhere. This “monster” function, built from an infinite sum of cosine waves with increasingly higher frequencies and smaller amplitudes, visually appears jagged and chaotic at every scale. Its existence challenged the prevailing assumption that continuous functions were mostly smooth, with only isolated points of non-differentiability. Weierstrass's discovery exposed a deep rift between intuition and mathematical rigor, ushering in a new era of analysis focused on precise definitions and rigorous proofs, impacting fields from calculus to fractal geometry.
HN users generally express fascination with the Weierstrass function and its implications for calculus. Several comments dive into the history and significance of the function, appreciating its role in challenging intuitive notions of continuity and differentiability. Some discuss its relation to fractals and Brownian motion, while others highlight the beauty of mathematical discoveries that defy expectations. A few commenters provide additional resources, including links to visualizations and related mathematical concepts like space-filling curves. Some debate the accessibility of the original Quanta article, suggesting ways it could be more easily understood by a broader audience. A recurring theme is the wonder inspired by such counterintuitive mathematical objects.
Summary of Comments ( 4 )
https://news.ycombinator.com/item?id=43160779
HN users generally praised the clarity and accessibility of the introduction to stochastic calculus. Several appreciated the focus on intuition and the gentle progression of concepts, making it easier to grasp than other resources. Some pointed out its relevance to fields like finance and machine learning, while others suggested supplementary resources for deeper dives into specific areas like Ito's Lemma. One commenter highlighted the importance of understanding the underlying measure theory, while another offered a perspective on how stochastic calculus can be viewed as a generalization of ordinary calculus. A few mentioned the author's background, suggesting it contributed to the clear explanations. The discussion remained focused on the quality of the introductory post, with no significant dissenting opinions.
The Hacker News post titled "Introduction to Stochastic Calculus" linking to https://jiha-kim.github.io/posts/introduction-to-stochastic-calculus/ has generated several comments discussing various aspects of the topic and the article itself.
Several commenters praise the clarity and accessibility of the introductory article. One user appreciates the author's approach of explaining complex concepts in a simple manner, highlighting the use of clear language and helpful visualizations. They specifically mention the explanation of Brownian motion as being particularly well-done.
Another commenter delves into the practical applications of stochastic calculus, mentioning its use in fields like finance (for option pricing) and physics (for modeling random processes). This commenter expands on the finance application by pointing out how stochastic calculus helps model the unpredictable nature of stock prices.
A further comment chain discusses the challenges inherent in learning stochastic calculus, with one user mentioning the steep prerequisites involving advanced probability theory and calculus. Another user responds by suggesting alternative learning resources and emphasizing the importance of understanding the underlying concepts rather than just memorizing formulas. This thread also touches on the importance of measure theory for a deep understanding of the subject.
One commenter questions the article's statement about integrating over Brownian motion paths, sparking a discussion about the technicalities of defining such integrals and the role of Itô calculus. This thread provides a deeper dive into the mathematical nuances of stochastic integration.
Another commenter notes the article's brevity and expresses hope for the author to expand on certain topics, such as the connection between stochastic differential equations and partial differential equations (specifically the Feynman-Kac formula). This comment highlights the desire for further exploration of advanced topics within the field.
Finally, a few commenters share additional resources, including textbooks and online courses, for those interested in further studying stochastic calculus. These recommendations provide valuable pointers for readers looking to delve deeper into the subject matter.