He pointed to a single fleck of gold dancing violently atop the ripples. "That is a . It’s being buffeted by a billion microscopic collisions every second. It’s not moving along a smooth curve; it’s jittering. If you try to take a standard derivative of that path, you’ll fail. The path is continuous, but it’s nowhere differentiable. It’s too 'spiky' for Newton."
He pulled a small notebook from his pocket. "The hero of our story is . In normal calculus, the change in a function depends on the change in An Informal Introduction to Stochastic Calculus...
Professor Leo Thorne didn’t believe in lecturing from a podium. Instead, he led his graduate students to the edge of the campus fountain, a chaotic splash of water catching the afternoon light. He pointed to a single fleck of gold