(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))²/³dWChoose the best answer.(Select One)(a)O(b)(c)(d)O(e)ON/A

Answered: Image /qna-images/answer/f34eafca-fcbb-4bd4-87c7-553ae155d474.jpg

Answered: (11) Let X(t) = X(0)e-05 The following…

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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