3601随机过程中等derivationlong
OU Long-Run Mean Implied by a Conditional Mean Target 1
题目
An OU process satisfies dX_t = 0.8(theta - X_t)dt + sigma dW_t with X_0 = 7. If E[X_1] should equal 5.2, what theta is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
An OU process satisfies dX_t = 0.8(theta - X_t)dt + sigma dW_t with X_0 = 7. If E[X_1] should equal 5.2, what theta is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案