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(11) Let X(t) = X(0)e-05 The following answers are proposed. (a) (-1.5Y (t) +0.06(Y(t)))dt +0.6(Y(t))²/³ dw (b) (-1.5Y(t) +0.06(Y(t))²/³ +0.12(Y(t))¹/³)dt +0.6(Y(t))²/³dw +0.04(1-e-05)+0.2 (dW(s). What is the SDE for Y(t) where y(t) = (X(t))³. (c) (-1.5Y(t) +0.06(Y(t))²/³ +0.24(Y(t))¹/³) dt +0.6(Y(t))²/³ dw (d) (-1.5Y(t) + 1.2(Y(t))¹/³)dt +0.6(Y(t))²/³ dw (e) (-1.5Y(t) + 1.2(Y(t))¹/³)dt + 1.6(Y(t))²/³ dw Choose the best answer.

(11) Let X(t) = X(0)e-05 The following answers are proposed. (a) (-1.5Y (t) +0.06(Y(t)))dt +0.6(Y(t))²/³ dw (b) (-1.5Y(t) +0.06(Y(t))²/³ +0.12(Y(t))¹/³)dt +0.6(Y(t))²/³dw +0.04(1-e-05)+0.2 (dW(s). What is the SDE for Y(t) where y(t) = (X(t))³. (c) (-1.5Y(t) +0.06(Y(t))²/³ +0.24(Y(t))¹/³) dt +0.6(Y(t))²/³ dw (d) (-1.5Y(t) + 1.2(Y(t))¹/³)dt +0.6(Y(t))²/³ dw (e) (-1.5Y(t) + 1.2(Y(t))¹/³)dt + 1.6(Y(t))²/³ dw Choose the best answer.

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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(11) Let X(t) = X(0)e-0.5 +0.04(1-e-0.5t) + 0.2 0.5(st)dW(s). What is the SDE for Y(t) where Y(t) = (X(t))³. The following answers are proposed. (a) (-1.5Y(t) + 0.06(Y(t))²/³)dt +0.6(Y(t))²/³dw (b) (-1.5Y(t) +0.06(Y(t))²/³ +0.12(Y(t))¹/³) dt +0.6(Y(t))²/³ dw (c) (-1.5Y(t) + 0.06(Y(t))²/³ +0.24(Y(t))¹/³) dt +0.6(Y(t))²/³ dw (d) (-1.5Y(t) + 1.2(Y(t))¹/³) dt + 0.6(Y(t))²/³ dw (e) (-1.5Y(t) + 1.2(Y(t))¹/³) dt + 1.6(Y(t))²/³dW Choose the best answer. (Select One) (a) O (b) (c) (d) O (e) O N/A
Transcribed Image Text:(11) Let X(t) = X(0)e-0.5 +0.04(1-e-0.5t) + 0.2 0.5(st)dW(s). What is the SDE for Y(t) where Y(t) = (X(t))³. The following answers are proposed. (a) (-1.5Y(t) + 0.06(Y(t))²/³)dt +0.6(Y(t))²/³dw (b) (-1.5Y(t) +0.06(Y(t))²/³ +0.12(Y(t))¹/³) dt +0.6(Y(t))²/³ dw (c) (-1.5Y(t) + 0.06(Y(t))²/³ +0.24(Y(t))¹/³) dt +0.6(Y(t))²/³ dw (d) (-1.5Y(t) + 1.2(Y(t))¹/³) dt + 0.6(Y(t))²/³ dw (e) (-1.5Y(t) + 1.2(Y(t))¹/³) dt + 1.6(Y(t))²/³dW Choose the best answer. (Select One) (a) O (b) (c) (d) O (e) O N/A
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