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sjvinay
sjvinay is offline
#1
Mar27-07, 10:05 AM
P: 6
Hi,

I am trying to solve a problem from Van kampens book, page 73.

A ODE is given: dx/dt = f(x). write the solution with initial values x0 and t0 in the form x = phi(x0, t - t0). Show that x obeys the defintion of the markov process with:

p1|1(x,t|x0,t0) = delta[x - phi(x0, t - t0)].


By delta, I mean the delta function. p1|1 is the transition probability.

Can anybody help me with how to start with this ?

Vinay.
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