|March 9th, 2017, 10:51 AM||#1|
Joined: Mar 2017
PDE for a brownian motion
1. By direct differentiation, prove the partial differential equation of he Brownian motion with a mean of y − a(T − t) and variance b(T − t).
2. By direct differentiation, prove the the partial differential equation of the Brownian motion with a mean of y and variance b(T − t).
Please share the solution with firstname.lastname@example.org.
Last edited by skipjack; March 9th, 2017 at 11:01 AM.
|brownian, motion, pde|
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