1. 

   rinishj28 Member

   Obtain the backward equations for the integrated form of Kolmogorov's equations by differentiating with respect to s.
   Question: How does differentiation of the integral that involves exp^(-|L(u) du) yield L(s)*exp^(-|L(u) du)
   
   
   

    

   rinishj28, Feb 26, 2017

   #1
2. 

   deepakraomore Member

   Its partially differentiated with s, so u remain as constant.
   d/ds e^f(s) = e^f(s) * d/ds (fs)

    

   deepakraomore, Feb 27, 2017

   #2

Your name or email address:

Do you already have an account?

• No, create an account now.
• Yes, my password is:
• Forgot your password?

Stay logged in