Let Yt be the Ito diffusion with generator Af x xf x 2x 2f

Let Y_t be the Ito diffusion with generator A(f )(x) = xf \'(x) + 2x ²f \'\' (x).

Assume Y₀ = y R⁺.

Find Y_t .

considering f(x)=y and solving it as a ordinary differential equation as follows

$Let Yt be the Ito diffusion with generator A(f )(x) = xf \'(x) + 2x 2f \'\' (x). Assume Y0 = y R+. Find Yt .Solutionconsidering f(x)=y and solving it as a ordin$

Let Yt be the Ito diffusion with generator Af x xf x 2x 2f

Solution

Get Help Now

Submit a Take Down Notice