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Einstein, Brownian Motion, and Heat Equation | Stochastic Calculus ep.5
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YouTubeMath with Ming
Einstein, Brownian Motion, and Heat Equation | Stochastic Calculus ep.5
#math #physics #probability #stochasticcalculus #stochasticprocesses #einstein 00:00 - 01:26 Introduction 01:26 - 05:18 Construction of BM from scaled random walks 05:18 - 06:27 Necessity of the Brownian scaling law 06:27 - 08:56 Derivation of the heat equation 08:56 - 14:06 pdf of BM using MGF 14:06 - 18:05 Einstein's seminal paper on BM (1905 ...
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