Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with stochastic-differential-equations
Search options not deleted
user 126914
Stochastic ordinary and partial differential equations generalize the concepts of ordinary and partial differential equations to the setting where the unknown is a stochastic process.
1
vote
0
answers
61
views
Different solution to system of nonlinear second order ODEs
Given the system of the following two ODEs
$$0=\frac{1}{2} \sigma^{2} \Phi_i''\left(x\right)+\left(\mu-\tilde{K} \Phi_1'(x)-\tilde{K} \Phi_2'(x)\right)\ \Phi_i'\left(x\right)-\delta \Phi_{i}\left(x\r …
- 115
2
votes
Law of OU process with time-dependent dynamics
As (assuming $\Sigma\in L^2([0,\infty))$
$$
m_t=\mathbb{E}[X_t] = x + \int_0^t [M_s^1+M_s^2\mathbb{E}[X_s]] ds
$$
by the fundamental theorem of calculus, the right hand side is differentiable in $t$, …
- 115