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omega_squared
Recent content by omega_squared
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 :/
omega_squared
Post #8
Feb 23, 2012
Forum:
Differential Equations
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.
omega_squared
Thread
Feb 23, 2012
Brownian motion
Exercise
Geometric
Motion
Replies: 8
Forum:
Differential Equations
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omega_squared
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