Diffusion Equation with Drift or Diffusion Convection Equation

[@fahimuddin2681]

All these videos should be considered as the bible of diffusion equation and should be kept in every library. Thanks alot.

[@quantpie]

thank you!!

[@sguzzygang]

This channel is exactly what I was looking for! Good stuff!

[@quantpie]

Thanks Salvador!

[@JaGWiREE]

Finally! :D. Would love some more videos related to stochastic calculus / statistical mechanics that get used in Finance.

[@quantpie]

Thanks Brian! We shall be adding more videos- Fokker Planck and all that. For now the purpose is to ease transition into local/stochastic volatility, and to cover some PDEs/ODEs that get used in finance. We shall return to this playlist again!

[@JaGWiREE]

​@@quantpie Awesome. I've really been struggling with understanding the infinitesimal generator, possibly because I never took a algebra course to understand why we introduce semi-groups or their importance. Would you be open to in the future at your convenience making a short video on this?

[@quantpie]

@@JaGWiREE Hello Brian! It is in the context of Fokker Planck and Kolmogorov right? Should be up in the next couple of weeks!

[@JaGWiREE]

@@quantpie Yep! I've seen it come up in a few texts too, I think oskendal text and maybe schillings brownian motions, but memory has been slipping me.

[@JaGWiREE]

Here's essentially the same question as mine for some context - and the passage I was thinking of from Schillings text. math.stackexchange.com/questions/694227/what-is-the-importance-of-the-infinitesimal-generator-of-brownian-motion

[@uttambandyopadhyay373]

loved the video ,, very lucid introduction

[@quantpie]

thank you!!

[@jamesmiller6833]

I just found these videos and the channel. Excellent job! And very helpful

[@quantpie]

Great to hear! thank you!!

[@yen-hsiangchen9148]

Thank you

[@quantpie]

You're welcome!