i've a function t^(1/2) * X(t) where X(t) is Brownian motion

I'm looking to differentiate in respect of t.

df/dt = X(t)/[2sqrt(t)] + t^(1/2).dx/dt is that correct? or can i remove the dx/dt part.

(Sorry I've got a pile of BM questions)

Printable View

- Aug 12th 2012, 09:54 AMTribal5Differentiation
i've a function t^(1/2) * X(t) where X(t) is Brownian motion

I'm looking to differentiate in respect of t.

df/dt = X(t)/[2sqrt(t)] + t^(1/2).dx/dt is that correct? or can i remove the dx/dt part.

(Sorry I've got a pile of BM questions) - Aug 12th 2012, 10:00 AMProve ItRe: Differentiation