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Recently Referred Formulae

y(t) &=& y(0)   (\mu - \frac{1}{2}\sigma^2)t   \sigma W(t) \\
x(t) &=& x(0)\exp\left( (\mu - \frac{1}{2}\sigma^2)t   \sigma W(t) \right)
{\rm d}x(t) &=& a(x, t){\rm d}t   b(x, t){\rm d}W_t\\
y(t) &=& g(x, t)
r(t) = r(0)e^{-at}   b(1-e^{-at})   \sigma e^{-at}\int_{0}^{t}e^{as}{\rm d}W_s
{\rm d}x(t) = \mu x(t) {\rm d}t   \sigma x(t) {\rm d}W_t
{\rm d}r(t) = a(b-r(t)){\rm d}t   \sigma {\rm d}W_t