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cdbsmith
Recent content by cdbsmith
C
MHB
Help solving/proofing an Integral Equation
Thanks, Euge! I'm going to study your solution and try to understand it. I will let you know if I get stuck on something. Thanks again!
cdbsmith
Post #3
Aug 5, 2014
Forum:
Set Theory, Logic, Probability, Statistics
C
MHB
Stochastic Differential Equation using Ito's Lemma
Thanks, Euge! But, can you explain to me the steps? Ito's Lemma is confusing for me and I'm having a hard time understanding it. Thanks again!
cdbsmith
Post #3
Aug 5, 2014
Forum:
Set Theory, Logic, Probability, Statistics
C
MHB
Help with Problem: Seeking Solutions
Can some help me with this problem? Thanks!
cdbsmith
Thread
Aug 5, 2014
Replies: 1
Forum:
Set Theory, Logic, Probability, Statistics
C
MHB
Help solving/proofing an Integral Equation
Need help showing that both sides of the following integral are equal. Any help would be greatly appreciated.
cdbsmith
Thread
Aug 5, 2014
Integral
Integral equation
Replies: 2
Forum:
Set Theory, Logic, Probability, Statistics
C
MHB
Stochastic Differential Equation using Ito's Lemma
I am new to SDE, and especially Ito's Lemma. I have a question that I simply cannot answer. It attached. Can someone please help?
cdbsmith
Thread
Aug 5, 2014
Differential
Differential equation
Stochastic
Replies: 3
Forum:
Set Theory, Logic, Probability, Statistics
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cdbsmith
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