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daerbao (daerbao) 于 (Thu Mar 29 20:28:28 2007) 提到:
How to solve this equation:
dX(t)=-(X(t)/(1+t))dt+sigma*dW(t)
Thanks!
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yhht (xxdd) 于 (Thu Mar 29 20:53:51 2007) 提到:
let Y(t)=(1+t) X(t)
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tribeca (Cointegration) 于 (Thu Mar 29 20:58:13 2007) 提到:
That's amazing. I learned stochastic calculus before, but the topic of SDE
is not introduced. Is there any reference to g
