Award-Winning Stochastic Calculus Tutors
Award-Winning Stochastic Calculus Tutors
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I'm available to tutor biology, chemistry, physics, math from Algebra up through AP Calculus, SAT test prep, and French. I've been tutoring students in science and math for 7 years. I also spent 8 mon...
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Tony
Calculus Tutor • +28 Subjects
I am a recent graduate of Yale University and incoming first year medical student at Columbia University. Originally from the DC area, I have always had a passion for science and medicine and pursued a degree in Biology while at Yale. During the 2008-2009 academic year, I tutored science, math, English, history, and Mandarin Chinese part-time with a DC-based tutoring company. At Yale, I worked as a freshman counselor to provide academic and career advice to incoming freshmen. I have taken both SAT and MCAT test prep classes and am familiar with both tests as well as the preparation necessary to score well. My personal career goals include attending medical school to pursue either immunology/infectious diseases or psych/neurology, teaching biology at the university level, and working in public/global health with either the CDC or the WHO.
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I'm a highly creative person who works best with visual thinkers. Very recently graduated from Stanford University, I majored in Human Biology with a concentration in Bioinformatics and Stem Cell Science. Technical though my background may be, I am currently gigging as a singer/songwriter/composer in NYC and tackle even the most hard-science of problems with a top-down, big-picture, holistic approach. If you have a propensity to look at problems in a cross- or inter-disciplinary manner (or want to learn how to do so), I'm the tutor for you!
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Calculus Tutor • +17 Subjects
I am willing to address any issue with an open mind and I try to develop strategies that play to a student's strengths. I would like to think I am very approachable and personable, and I have had very positive experiences with many students in the past using this philosophy. Outside of academics, I love playing basketball and watching sports, as well as chilling with friends, listening to music, and keeping up with politics and current affairs.
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Frequently Asked Questions
Stochastic calculus is the mathematics of random processes and uncertainty, combining calculus with probability theory. It's challenging because it requires mastery of both deterministic calculus and probability, plus an entirely different set of rules—like Itô's lemma—that don't follow traditional calculus intuitions. Many students struggle with the conceptual leap from knowing how to compute derivatives to understanding why the chain rule works differently for random processes.
A tutor helps you see the underlying patterns and connections between probability, continuous processes, and differential equations. Rather than just applying Itô's lemma or solving SDEs mechanically, expert tutors guide you to understand why these tools work—showing you how infinitesimal changes in Brownian motion differ from deterministic calculus, and how that difference propagates through your calculations. This conceptual foundation makes problem-solving intuitive instead of rote.
Students typically find three concepts most difficult: (1) Brownian motion and quadratic variation—accepting that dW² = dt requires a conceptual shift; (2) Itô's lemma—the extra drift term catches many off guard; and (3) connecting theory to applications—understanding why stochastic differential equations matter for modeling real systems like stock prices or interest rates. Tutors help by breaking these into digestible pieces and showing how each builds on the last.
Yes. Stochastic calculus is taught through various frameworks—some courses emphasize financial applications (like those using Hull or Shreve), others focus on the pure math (Karatzas & Shreve), and still others blend discrete and continuous approaches. Tutors work flexibly with your specific course materials, whether you're learning measure-theoretic foundations, Itô integrals, or practical derivatives pricing. We adapt explanations to match your curriculum while building the core understanding that transfers across contexts.
Proofs in stochastic calculus require both technical precision and conceptual clarity. Tutors help you structure your reasoning—identifying what you know, what you need to show, and which theorems bridge the gap. They also teach you how to show your work in a way that communicates your understanding: defining measure spaces carefully, explaining why step functions approximate integrands, justifying limit arguments, and confirming that technical conditions (like integrability) are met. This turns proofs from intimidating puzzles into logical narratives.
You should expect to move from struggling with isolated concepts to confidently tackling multi-step problems that weave together probability, calculus, and stochastic processes. Most students gain the ability to set up and solve stochastic differential equations, apply Itô's lemma without second-guessing themselves, and explain why results matter—not just compute them. Beyond grades, you'll develop genuine intuition for randomness and continuous-time modeling, which transfers to applications in finance, physics, or engineering.
Look for someone with deep knowledge of both the underlying probability theory and the calculus machinery—they should be comfortable explaining both why Brownian motion has infinite variation and how that impacts integration. Great tutors also have teaching experience making these abstract concepts concrete, can work flexibly with your textbook and course structure, and know how to adjust pacing based on your background. They should be able to build your confidence while holding you accountable to rigorous thinking.
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