Recent content by omega_squared
-
O
Graduate 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
- Forum: Differential Equations
-
O
Graduate 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
- Brownian motion Exercise Geometric Motion
- Replies: 8
- Forum: Differential Equations