Fine:
\mu_X(t)=\mu_X(0)+\int_{0}^{t}[15-9\mu_X(s)]ds
\mu'_X(t)=15-9\mu_X(t)
am I getting anywhere? (exam is tomorrow morning at 9 AM. I hate this class and I just want to graduate. I need to be able to answer the above question(s))
I have given what he said a try (it's not like I just ignored him because he didn't give me an exact answer), but I really don't understand it and I can't spend any more hours looking at this question.
I don't even know what E(dB_s) is. 0 ? If somebody who knew how to do it would just explain...
I've been through a million textbooks and it's just proof/lemma/proof/lemma... If somebody could please show me how to do this within the next 10 hrs, my life would be infinitely better.
I have put effort into it, but my textbook just says "try this yourself!" and "the solution is left to the reader." I could really use an actual numerical example at this point. I don't know how it "works."
Homework Statement
I'm trying to figure out how to use Ito's Lemma, but all I have are notes and proofs. It would help if someone could go through one actual example with me:
Use Ito's Lemma to solve the stochastic differential equation:
X_t=2+\int_{0}^{t}(15-9X_s)ds+7\int_{0}^{t}dB_s
and...
Homework Statement
Assume that the the offspring distribution is P(Y=y)=\left(\frac{1}{2}\right)^y\frac{1}{3}
y=0,1,2,\ldots
Show by induction that:
G_n(s)=\frac{1-2^n-2(1-2^{n-1})s}{1-2^{n+1}-2(1-2^n)s}
2. The attempt at a solution
I can see that the distribution is geometric...
Homework Statement
X(t) is a Poisson process with \lambda=0.2 events per second. What is the probability of zero events in 45 seconds?
2. The attempt at a solution
\frac{45}{0.2}=225 (0.2 second intervals)
so P[X=0] in 225 consecutive intervals is:
\left(e^{-0.2}\right)^{225} = 2.86...
Homework Statement
The following two-dimensional system of ODEs possesses a limit-cycle solution for certain values of the parameter a. What is the nature of the Hopf bifurcation that occurs at the critical value of a and state what the critical value is.
Homework Equations...