3.5. Use the FokkerPlanck equation to find the structure of the steady state PDF of solutions X(t)...
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3.5. Use the Fokker–Planck equation to find the structure of the steady state PDF of solutions X(t) to the SDE dX=−2Xdt+
1+X2dW .
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Related Book For 
Elementary Calculus Of Financial Mathematics
ISBN: 978-0898716672
1st Edition
Authors: A. J. Roberts Edition
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