Recent content by JohnFrum

Youre correct about it being y(x) rather than y(t) sorry for the typo. \langle y(x) \rangle is supposed to be the mean. Sorry, I know it sounds silly but I didnt realize the mean and ensemble average were different until you mentioned it. (I am really very new to this sort of thing). After...

Hi, thanks for your reply. I'll try ot give the problem a bit more fully. I'm considering the stochastic differential equation \frac{dy}{dx}=y(x)\xi(x) Where as I mentioned above, \xi(t) is a stochastic variable obeying stationary gaussian statistics. Trivially this can be integrated to yield...

Homework Statement I'm working on a process similar to geometric brownian motion (a process with multiplicative noise), and I need to calculate the following expectation/mean; \langle y \rangle=\langle e^{\int_{0}^{x}\xi(t)dt}\rangle Where \xi(t) is delta-correlated so that...