User yuval - MathOverflowmost recent 30 from http://mathoverflow.net2013-05-24T21:36:11Zhttp://mathoverflow.net/feeds/user/16712http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/71205/solution-to-differential-equationSolution to Differential EquationYuval2011-07-25T09:49:41Z2011-07-25T09:49:41Z
<p>I would like to know whether the following equation:</p>
<p>Xt=miu*exp[[-sW*exp(-gamma*dt)+gamma*exp(-gamma*dt)*ln(Xt-1/miu)+sW]/gamma]</p>
<p>provides the correct solution to the differential equation:</p>
<p>dXt=gamma*[ln(miu)-ln(Xt)]Xtdt+sXtdWt</p>
http://mathoverflow.net/questions/71193/a-solution-for-the-differential-equationA Solution for the Differential EquationYuval2011-07-25T06:38:29Z2011-07-25T06:45:07Z
<p>I just would like to verify whether the equation that is labeled as image 93635 is the correct solution to the differential equation labeled as image 35f03</p>