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)

Page 1 of 1

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 (11.47 KiB) Viewed 50 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 = r] for any bounded f:R → R.