- #1
hkour
- 2
- 0
hello to everyone,
I have a problem solving a stochastic differential equation of the form:
dX/dt=aX²+bX+c+sXn(t),
where n(t) is white noise with a mean value equal to 0 and variance equal to one.
Does anyone know the solution of this stochastic differential equation or how to solve it?
Thank you
I have a problem solving a stochastic differential equation of the form:
dX/dt=aX²+bX+c+sXn(t),
where n(t) is white noise with a mean value equal to 0 and variance equal to one.
Does anyone know the solution of this stochastic differential equation or how to solve it?
Thank you