SDE on Sange Mehrabhttps://anwarshamim01.github.io/Sang_e_Mehrab/tags/sde/Recent content in SDE on Sange MehrabHugoen-usWed, 29 Apr 2026 00:00:00 +00001.3 Probability Distributions, Noise, Markov Chains, SDEs, and Stochastic PDEshttps://anwarshamim01.github.io/Sang_e_Mehrab/courses/course/chapter-01/section-03/Wed, 29 Apr 2026 00:00:00 +0000https://anwarshamim01.github.io/Sang_e_Mehrab/courses/course/chapter-01/section-03/A careful introduction to distributions and noise for AI mathematics, starting from real-world uncertainty and moving toward Gaussian random vectors, white and colored noise, Markov chains, Brownian motion, Itô SDEs, Fokker–Planck equations, stochastic PDEs, Euler–Maruyama, Milstein methods, and the mathematical foundation of diffusion generative models.