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From: ken@turtlevax.UUCP (Ken Turkowski)
Newsgroups: net.math
Subject: Integral of f(x) (dx)^2; an Ito integral?
Message-ID: <527@turtlevax.UUCP>
Date: Sat, 22-Sep-84 03:40:43 EDT
Article-I.D.: turtleva.527
Posted: Sat Sep 22 03:40:43 1984
Date-Received: Wed, 26-Sep-84 04:13:15 EDT
References: <563@ihlts.UUCP> <526@turtlevax.UUCP>
Organization: CADLINC, Inc. @ Palo Alto, CA
Lines: 17

In exploring possibilities for solution of the referenced differential equation,
I came up with something like:

	integral { f(x) (dx)^2 }

I recall (maybe from a class in stochastic processes) that this might be an
Ito integral.  Is this true?  If so, how does one solve it?  Actually, the
equation was more like:

	integral { f(x)/f'(x) dx }

Is there an applicable trick of integration?

-- 
Ken Turkowski @ CADLINC, Palo Alto, CA
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