Info

ffi exp

I intentionally did not cancel the 2s in the constant or the denominator of the exponential, so that we can continue to carry along the variance intact. If we wait a very long time, the dependence on the initial condition disappears, but we still have a probability distribution for the process. Let us denote by q(x) the limit of the transition density given by Eq. (7.48) when s is fixed and t !i. This is q(x) =

0 0

Post a comment