2012

Not necessarily in sequential order.

made cross-country skiing a winter hobby
truly lost everything
wrote an honest letter
biked from Niagara Falls to my downtown Toronto apartment in one day
played lots of ultimate frisbee
became a weekday vegetarian
– which then evolved into being an almost-always vegetarian
– Fun Fact: “almost always” has mathematical meaning
roamed the Cabot Trail
saw first hand the power of the moon
saw a fin whale up and close! oh man…
made my first geocache
went back to school
finally learned Ito calculus
– got to teach again
proved one of the most elegant/beautiful theorems in mathematics
started learning how to read and write farsi (a work-in-progress)

 

This is Joan Feynman

She is Richard Feynman’s younger sister. She is also a scientist and because of her we know that auroras (northern lights) are caused by the interaction of solar winds and our atmosphere.

She tells us a wonderful story. Watch the whole thing.

Just plain wonderful.

Ito, Doeblin, Feynman and Kac

Many many years ago as an undergraduate mathematician, I heard whispers of a strange kind of calculus called Ito calculus that deals with random variables (regular calculus can’t be applied to random variables because random variables aren’t smooth, and also they’re random). Calculus really is the study of smooth things, so I couldn’t possibly imagine how one could do calculus on random things.

I remember reading the Wikipedia page and that it was no help. Google was no help either. So I let it be.

Then when I was working for the Ontario Ministry of Tourism I attended an econometrics conference, and I remember asking some PhD’s about Ito calculus. They had no idea what I was talking about. I accepted that I would never know what Ito calculus was.

Flash forward to today. Or last week. I finally (finally!) know what it’s about, and can actually do it myself!

And it’s just gorgeous.

The best part: I finally get to learn mathematics directly developed by my main man Richard Feynman. And how cool is it that the mathematics invented to understand randomness in quantum physics is used to understand risk in financial markets?
[A: super cool]

Math is funny like that.