69. For Example 5.21, let M(t) = E[D(t)] (a) Argue that M(t + h) = M(t) +...
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69. For Example 5.21, let M(t) = E[D(t)]
(a) Argue that M(t + h) = M(t) + e−αtM(h)
(b) Argue that M(t + h) = M(h) + e−αhM(t)
(c) Argue that M(h) = λhμ + o(h)
(d) Use parts
(a) and
(c) to derive and then solve a differential equation for M(t).
(e) Use parts
(b) and
(c) to derive and then solve a differential equation for M(t).
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