Recent content by omega_squared

  1. O

    Help with SDE - Geometric brownian motion exercise

    only the standard solution is given by X(t) = x0 * exp((a-1/2*σ)t + σW(t)).. nothing else :/
  2. O

    Help with SDE - Geometric brownian motion exercise

    Hi guys, It's been a while since high school, and now I'm faced with a problem I need to solve in a few days (attached). Would someone please help me through that? I would really appreciate support.
Back
Top