Relay-Version: version B 2.10 5/3/83; site utzoo.UUCP Posting-Version: version B 2.10.2 9/18/84; site turtlevax.UUCP Path: utzoo!watmath!clyde!burl!ulysses!unc!mcnc!decvax!decwrl!amd!turtlevax!ken 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 UUCP: {amd,decwrl,dual,flairvax,nsc}!turtlevax!ken ARPA: turtlevax!ken@DECWRL.ARPA