User Portlet
| Discussions |
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| I would like to see a method for the Feynman-Kac Theorem. It solves a very important class of parabolic PDEs. [Link to Wiki][1] [1]: https://en.wikipedia.org/wiki/Feynman%E2%80%93Kac_formula |
| Thank you for the reply. The first equation is the diffusion equation. I put it up there to show that I am not making anything up. On the last equations the pdf its integrated on x, and t. I checked my equation again and it seems right. ... |
| After trying some stuff out I got some interesting results. I would like to share with you. (1) - Here is the main equation again: DFQ := D[f[t, x], t] == -((\[Alpha] (t/\[Beta])^\[Alpha])/t)*f[t, x] - \[Mu]*D[f[t, x], x] -... |
| I am a new member and I am guilty of posting pictures. I think, I have come to understand why it is important to post the code. However, I have two issues that I find less than ideal - in my opinion. - The code becomes very hard to read when... |
| Dear Henrik, thank you so very much. The conversion was so helpful and I was able to convert my derivation # (7) to the p(x,t). Consequently, I fixed t, and integrated over [-Inf, inf ], and it gave me 1 - which makes me believe it is the right... |
| Hello, I was thinking of making a very small CDF to save the data from a USB bar code scanner. Basically, it will record the time in, and a time out of a unit being passed through a station. Since the bar code scanner works as a keyboard - it... |
| So, as I learn more about the subject - I have discovered that to fit state observations to a given stochastic differential equation: One has to apply the Ito Lemma to the SDE in order to find the Forward Kolmogorov equation form. Then, that PDE... |