# help with diff equation with respect to squareroot

• Jul 21st 2013, 02:49 AM
busan
help with diff equation with respect to squareroot
Hi,
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?

best, busan
• Jul 21st 2013, 02:00 PM
topsquark
Re: help with diff equation with respect to squareroot
Quote:

Originally Posted by busan
Hi,
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?

best, busan

Your question is basically: What is the differential of $\sqrt{x}$?

So the place to start with is the derivative. What is $\frac{d}{dx} \sqrt{x}$?

-Dan