3580随机过程中等derivationmedium
Reciprocal Dynamics for a Quadratic-Drift Diffusion
题目
A diffusion satisfies dX_t = X_t^2 dt + X_t dW_t. If Y_t = 1 / X_t, what SDE does Y_t satisfy?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
A diffusion satisfies dX_t = X_t^2 dt + X_t dW_t. If Y_t = 1 / X_t, what SDE does Y_t satisfy?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。