
Differential Equations Ordinary and Partial Differential Equations Math Forum 
 LinkBack  Thread Tools  Display Modes 
March 9th, 2017, 09:51 AM  #1 
Newbie Joined: Mar 2017 From: Nairobi Posts: 4 Thanks: 0  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 mattmaiyoh@gmail.com. Last edited by skipjack; March 9th, 2017 at 10:01 AM. 
March 9th, 2017, 10:00 AM  #2 
Global Moderator Joined: Dec 2006 Posts: 18,718 Thanks: 1533 
Putting your email address on a public forum is generally considered inadvisable.


Tags 
brownian, motion, pde 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Brownian motion and stochastic process  Ku5htr1m  Calculus  0  February 15th, 2017 10:31 AM 
Multivariate Brownian motion  calypso  Advanced Statistics  0  December 18th, 2016 02:45 AM 
Brownian Motion  mathmari  Advanced Statistics  0  April 28th, 2013 01:11 PM 
I got a Brownian motion problem  Mergh06  Advanced Statistics  0  October 11th, 2010 07:24 AM 
Brownian motion  elenaas  Advanced Statistics  7  September 26th, 2009 02:59 AM 