Answer Happy • 3. Find the generator of X4 = Xo + ut +oWt, where W is a standard BM, and identify the PDE satisfied by u(t, x):= E(f(X)

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3. Find the generator of X4 = Xo + ut +oWt, where W is a standard BM, and identify the PDE satisfied by u(t, x):= E(f(X)

Posted: Thu Feb 17, 2022 10:58 am

by answerhappygod

: 3 Find The Generator Of X4 Xo Ut Owt Where W Is A Standard Bm And Identify The Pde Satisfied By U T X E F X 1 (11.94 KiB) Viewed 53 times

3. Find the generator of X4 = Xo + ut +oWt, where W is a standard BM, and identify the PDE satisfied by u(t, x):= E(f(X)|Xo = x) for any bounded f: RR. .