Recent content by cdbsmith

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    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!
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    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!
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    MHB Help with Problem: Seeking Solutions

    Can some help me with this problem? Thanks!
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    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.
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    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?