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Graduate Example of stochastic differential equations
the stationary pdf of X gives the inverse gaussian distribution. I need the full solution- hkour
- Post #3
- Forum: Differential Equations
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H
Graduate Example of stochastic differential equations
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...- hkour
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- Differential Differential equations Example Stochastic
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- Forum: Differential Equations