4 years ago

Graph y=-3x(squared) +5

Mathematics

1 answer:

saul85 [17]4 years ago

7 0

Your slope will be -3 over 1 and you will start at 5 on the y-axis. So go down 3 to the right 1..

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Sonja [21]

Answer:

$\boxed{ \ dY_t=(2\theta+2\psi Y_t+\phi^2)dt+2\phi \sqrt{Y_t}dW_t\ }$

Step-by-step explanation:

it is a long time I have not applied Ito's lemma

I would say the following

for $f(x)=x^2$

f'(x)=2x

f''(x)=2

so using Ito's lemma we can write that

$dY_t=2V_tdV_t+\phi^2dt$

$dY_t=2(\theta+\psi V_t^2)dt+2\phi V_tdW_t+\phi^2dt$

$dY_t=(2\theta+2\psi V_t^2+\phi^2)dt+2\phi V_tdW_t$

so it comes

$dY_t=(2\theta+2\psi Y_t+\phi^2)dt+2\phi \sqrt{Y_t}dW_t$

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