Recent content by spitz

Its 4:55 A.M. Exam at 9:30. Anybody know the first part?!

oh well, thanks anyway.

could I impose on you one last time to direct me to one? I've been up and the down the google and I can't find anything...

Anyone? Anyone? I only have a couple hours left and then it's off to the slaughter house. *begging

Fine: \mu_X(t)=\mu_X(0)+\int_{0}^{t}[15-9\mu_X(s)]ds \mu'_X(t)=15-9\mu_X(t) am I getting anywhere? (exam is tomorrow morning at 9 AM. I hate this class and I just want to graduate. I need to be able to answer the above question(s))

I'm not sure what you mean. Does this make any sense: \mu_X(t)=\mu_X(0)+\int_{0}^{t}[15(s)-9(s)\mu_X(s)]ds \mu'_X(t)=15(t)-9(t)\mu_X(t)

I have given what he said a try (it's not like I just ignored him because he didn't give me an exact answer), but I really don't understand it and I can't spend any more hours looking at this question. I don't even know what E(dB_s) is. 0 ? If somebody who knew how to do it would just explain...

I've been through a million textbooks and it's just proof/lemma/proof/lemma... If somebody could please show me how to do this within the next 10 hrs, my life would be infinitely better.

I have put effort into it, but my textbook just says "try this yourself!" and "the solution is left to the reader." I could really use an actual numerical example at this point. I don't know how it "works."

Sorry, I really don't find it simple. If somebody could go through it step by step I would be really grateful. I don't have a clue with this stuff.

Homework Statement I'm trying to figure out how to use Ito's Lemma, but all I have are notes and proofs. It would help if someone could go through one actual example with me: Use Ito's Lemma to solve the stochastic differential equation: X_t=2+\int_{0}^{t}(15-9X_s)ds+7\int_{0}^{t}dB_s and...

Homework Statement X(t) is a Poisson process with \lambda=0.2 events per second. What is the probability of zero events in 45 seconds? 2. The attempt at a solution \frac{45}{0.2}=225 (0.2 second intervals) so P[X=0] in 225 consecutive intervals is: \left(e^{-0.2}\right)^{225} = 2.86...

\sin\theta\dot{x}-cos\theta\dot{y}: \dot{r}\sin\theta\cos\theta-r\sin^2\theta\dot{\theta}-\dot{r}\sin\theta\cos\theta-r\cos^2\theta\dot{\theta}=r[\sin^2\theta+\cos^2\theta+(sin\theta\cos\theta-\sin\theta\cos\theta)(4-r^3)] -r(\sin^2 \theta+\cos^2 \theta)\dot{\theta}=r(\sin^2 \theta+\cos^2...

Have I got this second part right? You mean, I presume, \dot{r}, not r, on the left of both of those two equations. Now, how did you get "-1" on the right of the last equation? It looks to me like you have r on the right of both first two equations. Isn't r- r= 0?

Thank you, sir.