Derivation of PDE for Random Walk
In this video I derive the diffusion equation for the probability distribution of a random walk in time.

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Building Brownian Motion from a Random Walk

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Applications of Ito's Lemma

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From the Random Walk to the Gaussian Distribution

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Brownian Motion (Wiener process)

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But what is a partial differential equation? | DE2

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The Random Walk

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Diffusion Equation - Derivation and Explanation using Brownian

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One-Dimensional Random Walk: Diffusion

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Simple Random Walk

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Lecture 32: Markov Chains Continued | Statistics 110

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