If you look at regions 6 and 7 they are unbounded and the upper limit of the random variables goes to infinity. However, they have "bounded" limit in their expressions after the Leibniz rule is applied (1-beta)Cq. I was curious why did not have upper limits as infinity. In fact, even region 2 is...
the one that I have attached again below- the word document "Physics Forum Leibniz rule double integral.docx". Let me know if you are unable to access it. Thanks.
Thank you for the reply. The region defined by the state-space seems to produce improper integrals (like the upper limit of $$\xi_1,\xi_2$$ is infinity). The limits the authors have is only a portion of the region defined. (Please see attached document for region $$\Omega_2$$). Was this by...
Hello, I would like to differentiate the following expected value function with respect to parameter $$\beta$$: $$F(\xi_1,\xi_2) =\int_{(1-\beta)c_q}^{bK+(1-\beta)c_q}\int_{(1-\beta)c_q}^{bK+(1-\beta)c_q}\frac{\xi_1+\xi_2-2bK}{2(1-\beta)^2} g(\xi_1,\xi_2)d\xi_1 d\xi_2$$ $$g(\xi_1,\xi_2)$$ is...