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

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 ?

So the place to start with is the derivative. What is ?

-Dan