- #1

senobim

- 34

- 1

^{2}σ

^{2}/2 has appeared. Could you be so kind and explain that to me, please.

[tex]=Ae^{it\mu}\int_{-\infty}^{\infty}e^{-\frac{1}{c^2}(\alpha^{2}-i2t\sigma ^{2}\alpha)}d\alpha=Ae^{(it\mu-\frac{t^{2}\sigma^{2}}{2})}\int_{-\infty}^{\infty}e^{-\frac{(\alpha-it\sigma^{2})^{2}}{c^{2}}} d\alpha [/tex]