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Chapter 6

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Parthhvi M

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After taking limit h tends to 0, how did we get that step? How did it become derivative of pij(s,t)??
 

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Parthhvi M said:
After taking limit h tends to 0, how did we get that step? How did it become derivative of pij(s,t)??
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Because that is by definition the derivative of pij (s,t) with respect to s.
Lim(h tends to 0) ( pij(s-h,t) - pij(s,t)/(-h)) = (d/ds) (pij(s,t))
This is something analogous to what is happening in Kolomogorov forward differential equation.
 
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