Exercise 1.15 (Change of Variable Formula) Let (x) be defined on an interval [, ] with a
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Exercise 1.15 (Change of Variable Formula) Let ϕ(x) be defined on an interval [α, β] with a continuous derivative, and suppose that a = ϕ(α) and b = ϕ(β). Show that, if f(x) is continuous on the range of ϕ(x), then
Hint: Define
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Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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