Recent content by hzzhangyu

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    Stochastic Differential Equation

    Homework Statement How to solve this SDE? dX_t = [1/X_t] dt + aX_t dB_t Homework Equations The Attempt at a Solution If I didnt get it wrong, this is not a general linear SDE, and my course in elementary stochastic calcus did not cover SDEs other than the general linear ones...
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    Proving Convergence of (x+z) as t Approaches Infinity in a System of Three ODEs

    Homework Statement In a problem I was given a system of three differential equations concerning three functions, x(t), y(t) and z(t): dx(t)=2y(t)dt, dy(t)=[z(t)-x(t)]dt, dz(t)=[c^2x(t)-2y(t)]dt. (where c is a constant) The problem asked me to prove that when t is large, x(t)+z(t)...