need help in understanding a probably basic integration concept

• March 8th 2013, 05:54 AM
tapaspanda
need help in understanding a probably basic integration concept
I was reading a presentation on Ito's process. I read the following.

dx = a(x,t)dt

x(t) = x(0) + intgration from 0 to t (a(x,s))ds

What I do not understand is from where did 's' come and what is 's'? I think I have forgotten the basics of integration.

• March 8th 2013, 07:20 AM
HallsofIvy
Re: need help in understanding a probably basic integration concept
The s is a "dummy" variable. If you have function f(x) any anti-derivative is $\int_a^x f(t)dt$ or $\int_a^x f(s)ds$, etc. It doesn't matter what you call the variable inside the integral.

For example,
$\int_1^x t^2 dt= \left[\frac{1}{3}t^3\right]_1^x= \frac{1}{3}x^3- \frac{1}{3}(1)^3= \frac{1}{3}(x^3- 1)$
$\int_1^x s^2 ds= \left[\frac{1}{3}s^3\right]_1^x= \frac{1}{3}x^3- \frac{1}{3}(1)^3= \frac{1}{3}(x^3- 1)$
$\int_1^x u^2 du= \left[\frac{1}{3}u^3\right]_1^x= \frac{1}{3}x^3- \frac{1}{3}(1)^3= \frac{1}{3}(x^3- 1)$

They are all the same.
• March 8th 2013, 08:21 AM
tapaspanda
Re: need help in understanding a probably basic integration concept
Got it. Thank you.