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Thread: Integration of double derivative

  1. #1
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    Integration of double derivative

    Hello everyone!

    I'm seeking help for resolving this integral where gamma is a constant and Z(s) is a continuous function of s.

    $\displaystyle
    \frac{1}{\gamma} \int_t^T e^{-\gamma(T-s)}\ \frac{d^2}{d s^2}\ln(Z(s))\ ds
    $

    Any help will be greatly appreciated!

    Thanks in advance,
    Paolo
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  2. #2
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    There is not way of doing this without knowning $\displaystyle Z(s)$. Using integration by parts twice we can get $\displaystyle \int e^{-\gamma (T-s)}\ln Z(s) ds$.
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  3. #3
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    PerfectHacker: Thanks...

    Hey PerfectHacker, How R U?

    Thanks a bunch for your input.
    May I ask you to, please, show me in detail the steps that took you to that integral?

    I hope you will... Thanks!!
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