- #1
Jason4
- 28
- 0
I've been at this for ages but I can't make sense of it. Can somebody help me out?Use Ito's Lemma to solve the stochastic differential equation:
[tex]X_t=2+\int_{0}^{t}(15-9X_s)ds+7\int_{0}^{t}dB_s[/tex]
and find:
[tex]E(X_t)[/tex]
[tex]X_t=2+\int_{0}^{t}(15-9X_s)ds+7\int_{0}^{t}dB_s[/tex]
and find:
[tex]E(X_t)[/tex]