- #1

Tyler_D

- 6

- 0

- Homework Statement
- In the following system of coupled stochastic differential equations, solve for ##x## (note that ##dW## is a Wiener process)

- Relevant Equations
- [tex]

dx = (\omega y - \gamma x)dt \\

dy = (-\omega x - \gamma y)dt + gdW \\

[/tex]

In order to solve for ##x##, I need to re-write the equation for ##dx## so it is independent of ##y## and ##dy##. However, I am having some issues with this. Can someone give me a push in the right direction?