Calendar of Stochastic Processes#
The record of a month’s roulette playing at Monte Carlo can afford us material for discussing the foundations of knowledge.
—Pearson, Karl
Following the tradition of making an Advent Calendar, in 2024 I used the countdown to Christmas 🎄 to explore some stochastic processes using Python. So each day, we unwrapped a different stochastic process — exploring its shape, story, and where it appears in the real world.
From the familiar Random Walk to the quirky shape of the Fractional Brownian Motion, we delve into the fascinating world of stochastic processes. This calendar is a collection of 24 stochastic processes, each with its own unique characteristics and diverse applications in finance, physics, and beyond.
Start your journey through the calendar by opening Day 1; and visit the Gallery of Stochastic Processes to find snippets of code to create visualisations for each process.
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