dx = a dt + b dz (14.3) where a and b are constants. To understand equation (14.3), it is useful to consider the two components on the right-hand side separately. The a dt term implies that x has an expected drift rate of a per unit of time. Without the b dz term, the equation is dx = a dt, which implies that dx/dt = a. Integrating with respect to time, we get x = xo + at where xo is the value of x at time 0. In a period of time of length T, the variable x increases by an amount aT. The b dz term on the right-hand side of equation (14.3) can
dx = a dt + b dz (14.3) where a and b are constants. To understand equation (14.3), it is useful to consider the two components on the right-hand side separately. The a dt term implies that x has an expected drift rate of a per unit of time. Without the b dz term, the equation is dx = a dt, which implies that dx/dt = a. Integrating with respect to time, we get x = xo + at where xo is the value of x at time 0. In a period of time of length T, the variable x increases by an amount aT. The b dz term on the right-hand side of equation (14.3) can
Introductory Circuit Analysis (13th Edition)
13th Edition
ISBN:9780133923605
Author:Robert L. Boylestad
Publisher:Robert L. Boylestad
Chapter1: Introduction
Section: Chapter Questions
Problem 1P: Visit your local library (at school or home) and describe the extent to which it provides literature...
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