Uploaded April 2025 | Updated September 2026, 1 week ago
OMG Laplace Application
Here is an incredible application of Laplace's equation to Brownian motion. It relates partial differential equations to probability and random variables. More precisely, if you start at a point and do a random walk until you hit the boundary, then the average or expected payoff solves laplace's equation. How cool is that? This is a must-see for calculus and pde lovers, enjoy!
Laplace Equation Playlist: youtube.com/playlist?list=PLJb1qAQIrmmBvb87r9TDyf-HEHgnVj_op
Subscribe to my channel: youtube.com/drpeyam
Instagram: instagram.com/peyamstagram
Teespring merch: dr-peyam.creator-spring.com/?
OMG Laplace Application
Here is an incredible application of Laplace's equation to Brownian motion. It relates partial differential equations to probability and random variables. More precisely, if you start at a point and do a random walk until you hit the boundary, then the average or expected payoff solves laplace's equation. How cool is that? This is a must-see for calculus and pde lovers, enjoy!
Laplace Equation Playlist: youtube.com/playlist?list=PLJb1qAQIrmmBvb87r9TDyf-HEHgnVj_op
Subscribe to my channel: youtube.com/drpeyam
Instagram: instagram.com/peyamstagram
Teespring merch: dr-peyam.creator-spring.com/?
