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user469216
  • Member for 6 years, 10 months
  • Last seen more than 3 years ago
2 votes
1 answer
68 views

Solution of differential equation $d/dt \langle N(t) \rangle=k-\Gamma \langle N(t) \rangle$ where brackets indicate average

2 votes
1 answer
722 views

AR(1) to Ornstein-Uhlenbeck for AR(1) process of the form $\ln z_{t+1}=\rho \ln z_t+\sigma \sqrt{(1-\rho^2)}\epsilon_t$

1 vote
4 answers
35 views

Rewriting $\dot{x}=-\bigg[\bigg(x-\frac{1}{2}+\frac{1}{2}\bigg)\bigg(x-\frac{1}{2}-\frac{1}{2}\bigg)+\beta\bigg]2\bigg(x-\frac{1}{2}\bigg)$

1 vote
0 answers
104 views

Rewriting partial differential of Gaussian PDF

1 vote
2 answers
90 views

Taking derivative of $\exp\bigg(\frac{-x^2}{2 C}\bigg)$ with respect to $x^2$

1 vote
1 answer
26 views

How does $e$ arise in solving the differential equation $\frac{dG(s,t)}{dt}=r(s-1)G(s,t)$?

0 votes
1 answer
61 views

Integral of exponential of complex expression $\int_{-\infty}^{\infty}\exp\left(-a\left[\left(y+ib/2a\right)^2-i^2b^2/4a^2\right]\right)dy$

0 votes
0 answers
31 views

taking differential of integral with function limit and CDF as integrator

0 votes
1 answer
33 views

Differentiating $C=m^{1/{1-\theta}}\cdot\Big(\sum_{i=1}^m C_i^{{\theta-1}/\theta}\Big)^{\theta/{\theta-1}}$

0 votes
0 answers
105 views

Understanding the use of prime notation in a probability context

0 votes
0 answers
18 views

Deriving compact equation from lenghty equations

-1 votes
1 answer
107 views

mean and variance of the SDE $dy_{t}=\nu(\mu-y_{t})dt+J_{t}dN_{t}\sigma dW_{t}$