![De façon générale, cherchons une solution de : \[ dX_t = [a_1(t)X_t + a_0(t)]dt + [b_1(t)X_t + b_0(t)]dW_t, \quad X_0 \text{ donné} \] On commence par chercher une solution \(F_t\) du système homogène: \(dF_t = a_1(t)F_t dt + b_1(t)F_t dW_t\) avec \(F_0 = 1\). Trivialement : \[ F_t = \exp\left[\int_0^t \left(a_1(s) - \frac{1}{2}b_1(s)^2\right)ds + \int_0^t b_1(s)dW_s\right] \] On va ensuite cherche une solution autour de $F_t$ en posant On pose \(Y_t = X_t/F_t\) où par Itô : \[ d\left({1\over F](https://img.stablecog.com/insecure/1920w/aHR0cHM6Ly9iLnN0YWJsZWNvZy5jb20vZDQzYjRiOTYtOTRkYi00MzlhLWI4NDktMmZjMDFiZjc2ZGRjLmpwZWc.webp)
@generalpha
Prompt
De façon générale, cherchons une solution de : \[ dX_t = [a_1(t)X_t + a_0(t)]dt + [b_1(t)X_t + b_0(t)]dW_t, \quad X_0 \text{ donné} \] On commence par chercher une solution \(F_t\) du système homogène: \(dF_t = a_1(t)F_t dt + b_1(t)F_t dW_t\) avec \(F_0 = 1\). Trivialement : \[ F_t = \exp\left[\int_0^t \left(a_1(s) - \frac{1}{2}b_1(s)^2\right)ds + \int_0^t b_1(s)dW_s\right] \] On va ensuite cherche une solution autour de $F_t$ en posant On pose \(Y_t = X_t/F_t\) où par Itô : \[ d\left({1\over F
distorted image, malformed body, malformed fingers
14 days ago
Model
SSD-1B
Guidance Scale
7
Dimensions
1024 × 1024





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