ito sde

  1. Sandor Kelemen
    Thread

    Ito unique SDE - Ch10

    Hi, Let us have two representations of dM_t 1st: dM_t = a(t,M_t) dt + b(t,M_t) dW_t 2nd: dM_t = c(t,M_t) dt + d(t,M_t) dW_t It seems that in...
    Thread by: Sandor Kelemen, Mar 10, 2019, 0 replies, in forum: CM2
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