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While not devoted to original research, the website About is a fantastic resource for stochastic calculus. This website makes for a nice reference alternative to Shreve & Karatzas or Revuz & Yor. Another website that is devoted to original research is Rough Volatility, and indeed the community is relatively active with the most recent post (as of the time of writing this post) as of June 22.

[QUOTE="Qui-Gon, post: 273561, member: 43439"] While not devoted to original research, the website [URL="https://almostsure.wordpress.com/about/"]About[/URL] is a fantastic resource for stochastic calculus. This website makes for a nice reference alternative to Shreve & Karatzas or Revuz & Yor. Another website that is devoted to original research is [URL="https://sites.google.com/site/roughvol/home"]Rough Volatility[/URL], and indeed the community is relatively active with the most recent post (as of the time of writing this post) as of June 22. [/QUOTE]

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