Results 1 to 2 of 2

Math Help - Differentiation

  1. #1
    Newbie
    Joined
    Jul 2012
    From
    Dundee
    Posts
    9

    Differentiation

    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)
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Prove It's Avatar
    Joined
    Aug 2008
    Posts
    11,672
    Thanks
    1497

    Re: Differentiation

    Quote Originally Posted by Tribal5 View Post
    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)
    You definitely need to keep the dx/dt there (assuming that you're using x and X interchangeably, which you shouldn't...)
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Differentiation
    Posted in the Calculus Forum
    Replies: 3
    Last Post: August 28th 2011, 06:32 AM
  2. Replies: 2
    Last Post: July 26th 2010, 05:24 PM
  3. Differentiation and partial differentiation
    Posted in the Calculus Forum
    Replies: 2
    Last Post: May 30th 2010, 10:16 PM
  4. Differentiation y w.r.t.x
    Posted in the Pre-Calculus Forum
    Replies: 10
    Last Post: April 14th 2010, 03:21 AM
  5. Differentiation and Implicit Differentiation
    Posted in the Calculus Forum
    Replies: 1
    Last Post: February 6th 2009, 04:07 AM

Search Tags


/mathhelpforum @mathhelpforum