经管之家App
让优质教育人人可得
立即打开
vertigo 发表于 2010-9-7 20:36
if the last two term does not have Z_t in its coefficient, then use ito formula to exp( - \int_0^t b_s ds) * Z_t
vertigo 发表于 2010-9-7 20:36
if the last two term does not have Z_t in its coefficient, then use ito formula to exp( - \int_0^t b_s ds) * Z_t
扫码加好友，拉您进群
全部版块
我的主页
收藏
