SDEs & Fokker–Planck

SC005 · Stochastic Calculus · Chapter 5 of 6. Twelve interactive steps with a paced, recorded Coach–Zon conversation.

Compare drift and diffusion, simulate SDEs, explore mean reversion and connect densities, pricing and generative AI.

Make a prediction, change a control, read the formula and explain what changed. This is a model-based mathematical lesson, not a forecast of market returns.