help with diff equation with respect to squareroot
i am challenged with a problem that is with respect to squareerootr
d(squarroot x) = f(x)dt + f(x)dX ( it is a stochastic equation so not a regualre ODE).
i really have a hard time knowing how to be able to treate this squareroot. If i square the whole left side do i get dx? or what are the rules regaring this?
any advice would be helpful. Is there anyway i can get rid of the squareroot?
Re: help with diff equation with respect to squareroot
Your question is basically: What is the differential of ?
Originally Posted by busan
So the place to start with is the derivative. What is ?