# What exactly is stochastic calculus?

**URL:** <https://boards.straightdope.com/t/what-exactly-is-stochastic-calculus/410921>\
**Category:** Factual Questions\
**Created:** [July 8, 2007, 12:08am UTC](https://boards.straightdope.com/t/what-exactly-is-stochastic-calculus/410921 "2007-07-08T00:08:50Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![dalej42](https://avatars.discourse-cdn.com/v4/letter/d/67e7ee/32.png) [@dalej42](https://boards.straightdope.com/u/dalej42)\
**Post date:** [July 8, 2007, 12:08am UTC](https://boards.straightdope.com/t/what-exactly-is-stochastic-calculus/410921/1 "2007-07-08T00:08:50Z")

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I’ve read the Wikipedia [article](http://en.wikipedia.org/wiki/Stochastic_calculus) on stochastic calculus. Is this commonly taught in university level calculus classes? I took the usual 3 calculus classes at my college back in the late 1980s and don’t remember learning anything like this.

I’m interested in studying this to gain a better knowledge of the financial markets.

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**Author:** ![Mathochist](https://avatars.discourse-cdn.com/v4/letter/m/c89c15/32.png) [@Mathochist](https://boards.straightdope.com/u/Mathochist)\
**Post date:** [July 8, 2007, 12:13am UTC](https://boards.straightdope.com/t/what-exactly-is-stochastic-calculus/410921/2 "2007-07-08T00:13:59Z")

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[QUOTE=dalej42]  
I’ve read the Wikipedia [article](http://en.wikipedia.org/wiki/Stochastic_calculus) on stochastic calculus. Is this commonly taught in university level calculus classes? I took the usual 3 calculus classes at my college back in the late 1980s and don’t remember learning anything like this.

I’m interested in studying this to gain a better knowledge of the financial markets.  
[/QUOTE]

No, it’s not a standard part of a calculus course. It’s properly a topic in statistics, and would be taught as such. There are a number of mathematics departments that are offering more and more courses in financial mathematics, though, so if you’re looking for a place to study it shouldn’t be that hard to find.
