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3
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Derivative of an integral of a Gaussian
I'd like to compute the derivative of an expected value w.r.t one of the parameters that define the mean of a Gaussian:
$ Z=\int \mathcal{N}(x;\mu,\Sigma)f(x) \, dx $, then $ \frac{dZ}{dK}=\text{??}$ ...
0
votes
1
answer
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Solution of this differential equation [closed]
I wonder if it is possible to solve analytically the following equation
$$
\dot{\alpha}_t = -\frac{2}{m} \alpha^2_t + \frac{1}{2m} (\alpha_t - \alpha_t^*)^2
$$
Where $\alpha_t$ is a complex function, $...
1
vote
0
answers
245
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A characterization of the integral
Let $I(f)$ be an endomorphism of the smooth functions with zero value in zero such that:
$$\ln[1+I(f)]=I\left(\frac{f}{1+I(f)}\right).
$$
Then, does it exist $g$ smooth such that:
$$I(f)(x)=\int_0^x f(...