
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
April 14th, 2007, 11:39 AM  #1 
Senior Member Joined: Dec 2006 From: New Jersey Posts: 378 Thanks: 1  Stochastic Integrals
Stochastic Integrals Question : I need help trying to calculate stochastic integrals. Could someone please help me with the critical steps for this integration for both simple and complex problems? Thanks Work Done: X(t) = x + integral(0 to t)aX(s)ds + integral(0 to t) b X(s) dW(s) X(t) = x + integral(0 to t) W(s) dW(s) I can't seem to proceed from this point. Thanks 

Tags 
integrals, stochastic 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Stochastic Modelling  Xenesh  Advanced Statistics  0  January 19th, 2012 03:07 PM 
Stochastic Calculus  ayagunov  Applied Math  1  September 20th, 2010 08:33 AM 
Stochastic Calculus help  crasinsgalore  Economics  1  April 17th, 2009 12:12 PM 
need help! (stochastic processes)  jefferson_lc  Advanced Statistics  1  October 15th, 2008 05:47 AM 
stochastic process  sangfroid  Advanced Statistics  1  March 10th, 2008 07:02 PM 