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)

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- August 12th 2012, 08:54 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) - August 12th 2012, 09:00 AMProve ItRe: Differentiation