how to do such stochastic integration $dS = a S^b dt + c S dW$?
How to do stochastic integration $dS = a S^b dt + c S dW$, where $a$, $b$ and $c$ are constant, $b > 0$, and $W$ is the Wiener process. I know how to d...
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How to do stochastic integration $dS = a S^b dt + c S dW$, where $a$, $b$ and $c$ are constant, $b > 0$, and $W$ is the Wiener process. I know how to d...
The question really is in the title. I know what it means if the dot product equals 0 but I find it interesting thinking what it means when it equals exac...
Hi I'm looking for the least squares solutions of.... $$ \begin{pmatrix} 1&-1 \\ -1&2 \\ -1&0 \end{pmatrix} \begin{pmatrix} x\\y \end{pma...
The problem asks: A silo (base not included) is to be constructed in the form of a cylinder surmounted by a hemisphere. The cost of construction per squ...
Every parabola represented by the equation $y = ax^2 + bx + c$ can be obtained by stretching and translating the graph of $y = x^2$. Therefore: The sign o...
Implicit function theorem: Let $E$ be an open subset of $\mathbb{R}^n$, let $f : E \to \mathbb{R}$ be continuously differentiable, and let $y = ( y_1, ......
What is the definition of a "turning point"? For example, here's a definition that I feel doubtful about: The Concise Oxford Dictionary of Mathematic...
Let's just assume on the picture we have a prob. distribution of aliens height on a Mars. We know for sure, the area below the curve is 1. But I have...
I'm not looking for a proof of the taylor series, I want an intuition to why the quadratic term equals the orange part or if I was just wrong My teac...
Please help me to solve the following PDE with Laplace transform. In class we got less than 10 mins to study the topic (the semester ended and we were beh...