General
Display information for equation id:math.225934.0 on revision:225934
* Page found: Geometric Brownian motion (eq math.225934.0)
(force rerendering)Cannot find the equation data in the database. Fetching from revision text.
Occurrences on the following pages:
Hash: c24db4804a3eb66d62911105f4d543f3
TeX (original user input):
dS_t = \mu S_t\,dt + \sigma S_t\,dW_t
TeX (checked):
dS_{t}=\mu S_{t}\,dt+\sigma S_{t}\,dW_{t}
LaTeXML (experimental; uses MathML) rendering
MathML (5.404 KB / 930 B) :

<math xmlns="http://www.w3.org/1998/Math/MathML" id="p1.1.m1.1" class="ltx_Math" alttext="{\displaystyle dS_{t}=\mu S_{t}\,dt+\sigma S_{t}\,dW_{t}}" display="inline">
<semantics id="p1.1.m1.1a">
<mrow id="p1.1.m1.1.19" xref="p1.1.m1.1.19.cmml">
<mrow id="p1.1.m1.1.19.1" xref="p1.1.m1.1.19.1.cmml">
<mi id="p1.1.m1.1.1" xref="p1.1.m1.1.1.cmml">d</mi>
<mo id="p1.1.m1.1.19.1.1" xref="p1.1.m1.1.19.1.1.cmml"></mo>
<msub id="p1.1.m1.1.19.1.2" xref="p1.1.m1.1.19.1.2.cmml">
<mi id="p1.1.m1.1.2" xref="p1.1.m1.1.2.cmml">S</mi>
<mi id="p1.1.m1.1.3.1" xref="p1.1.m1.1.3.1.cmml">t</mi>
</msub>
</mrow>
<mo id="p1.1.m1.1.4" xref="p1.1.m1.1.4.cmml">=</mo>
<mrow id="p1.1.m1.1.19.2" xref="p1.1.m1.1.19.2.cmml">
<mrow id="p1.1.m1.1.19.2.1" xref="p1.1.m1.1.19.2.1.cmml">
<mi id="p1.1.m1.1.5" xref="p1.1.m1.1.5.cmml">μ</mi>
<mo id="p1.1.m1.1.19.2.1.1" xref="p1.1.m1.1.19.2.1.1.cmml"></mo>
<mpadded width="+1.7pt" id="p1.1.m1.1.19.2.1.2" xref="p1.1.m1.1.19.2.1.2.cmml">
<msub id="p1.1.m1.1.19.2.1.2a" xref="p1.1.m1.1.19.2.1.2.cmml">
<mi id="p1.1.m1.1.6" xref="p1.1.m1.1.6.cmml">S</mi>
<mi id="p1.1.m1.1.7.1" xref="p1.1.m1.1.7.1.cmml">t</mi>
</msub>
</mpadded>
<mo id="p1.1.m1.1.19.2.1.1a" xref="p1.1.m1.1.19.2.1.1.cmml"></mo>
<mi id="p1.1.m1.1.9" xref="p1.1.m1.1.9.cmml">d</mi>
<mo id="p1.1.m1.1.19.2.1.1b" xref="p1.1.m1.1.19.2.1.1.cmml"></mo>
<mi id="p1.1.m1.1.10" xref="p1.1.m1.1.10.cmml">t</mi>
</mrow>
<mo id="p1.1.m1.1.11" xref="p1.1.m1.1.11.cmml">+</mo>
<mrow id="p1.1.m1.1.19.2.2" xref="p1.1.m1.1.19.2.2.cmml">
<mi id="p1.1.m1.1.12" xref="p1.1.m1.1.12.cmml">σ</mi>
<mo id="p1.1.m1.1.19.2.2.1" xref="p1.1.m1.1.19.2.2.1.cmml"></mo>
<mpadded width="+1.7pt" id="p1.1.m1.1.19.2.2.2" xref="p1.1.m1.1.19.2.2.2.cmml">
<msub id="p1.1.m1.1.19.2.2.2a" xref="p1.1.m1.1.19.2.2.2.cmml">
<mi id="p1.1.m1.1.13" xref="p1.1.m1.1.13.cmml">S</mi>
<mi id="p1.1.m1.1.14.1" xref="p1.1.m1.1.14.1.cmml">t</mi>
</msub>
</mpadded>
<mo id="p1.1.m1.1.19.2.2.1a" xref="p1.1.m1.1.19.2.2.1.cmml"></mo>
<mi id="p1.1.m1.1.16" xref="p1.1.m1.1.16.cmml">d</mi>
<mo id="p1.1.m1.1.19.2.2.1b" xref="p1.1.m1.1.19.2.2.1.cmml"></mo>
<msub id="p1.1.m1.1.19.2.2.3" xref="p1.1.m1.1.19.2.2.3.cmml">
<mi id="p1.1.m1.1.17" xref="p1.1.m1.1.17.cmml">W</mi>
<mi id="p1.1.m1.1.18.1" xref="p1.1.m1.1.18.1.cmml">t</mi>
</msub>
</mrow>
</mrow>
</mrow>
<annotation-xml encoding="MathML-Content" id="p1.1.m1.1b">
<apply id="p1.1.m1.1.19.cmml" xref="p1.1.m1.1.19">
<eq id="p1.1.m1.1.4.cmml" xref="p1.1.m1.1.4"/>
<apply id="p1.1.m1.1.19.1.cmml" xref="p1.1.m1.1.19.1">
<times id="p1.1.m1.1.19.1.1.cmml" xref="p1.1.m1.1.19.1.1"/>
<ci id="p1.1.m1.1.1.cmml" xref="p1.1.m1.1.1">𝑑</ci>
<apply id="p1.1.m1.1.19.1.2.cmml" xref="p1.1.m1.1.19.1.2">
<csymbol cd="ambiguous" id="p1.1.m1.1.19.1.2.1.cmml" xref="p1.1.m1.1.19.1.2">subscript</csymbol>
<ci id="p1.1.m1.1.2.cmml" xref="p1.1.m1.1.2">𝑆</ci>
<ci id="p1.1.m1.1.3.1.cmml" xref="p1.1.m1.1.3.1">𝑡</ci>
</apply>
</apply>
<apply id="p1.1.m1.1.19.2.cmml" xref="p1.1.m1.1.19.2">
<plus id="p1.1.m1.1.11.cmml" xref="p1.1.m1.1.11"/>
<apply id="p1.1.m1.1.19.2.1.cmml" xref="p1.1.m1.1.19.2.1">
<times id="p1.1.m1.1.19.2.1.1.cmml" xref="p1.1.m1.1.19.2.1.1"/>
<ci id="p1.1.m1.1.5.cmml" xref="p1.1.m1.1.5">𝜇</ci>
<apply id="p1.1.m1.1.19.2.1.2.cmml" xref="p1.1.m1.1.19.2.1.2">
<csymbol cd="ambiguous" id="p1.1.m1.1.19.2.1.2.1.cmml" xref="p1.1.m1.1.19.2.1.2">subscript</csymbol>
<ci id="p1.1.m1.1.6.cmml" xref="p1.1.m1.1.6">𝑆</ci>
<ci id="p1.1.m1.1.7.1.cmml" xref="p1.1.m1.1.7.1">𝑡</ci>
</apply>
<ci id="p1.1.m1.1.9.cmml" xref="p1.1.m1.1.9">𝑑</ci>
<ci id="p1.1.m1.1.10.cmml" xref="p1.1.m1.1.10">𝑡</ci>
</apply>
<apply id="p1.1.m1.1.19.2.2.cmml" xref="p1.1.m1.1.19.2.2">
<times id="p1.1.m1.1.19.2.2.1.cmml" xref="p1.1.m1.1.19.2.2.1"/>
<ci id="p1.1.m1.1.12.cmml" xref="p1.1.m1.1.12">𝜎</ci>
<apply id="p1.1.m1.1.19.2.2.2.cmml" xref="p1.1.m1.1.19.2.2.2">
<csymbol cd="ambiguous" id="p1.1.m1.1.19.2.2.2.1.cmml" xref="p1.1.m1.1.19.2.2.2">subscript</csymbol>
<ci id="p1.1.m1.1.13.cmml" xref="p1.1.m1.1.13">𝑆</ci>
<ci id="p1.1.m1.1.14.1.cmml" xref="p1.1.m1.1.14.1">𝑡</ci>
</apply>
<ci id="p1.1.m1.1.16.cmml" xref="p1.1.m1.1.16">𝑑</ci>
<apply id="p1.1.m1.1.19.2.2.3.cmml" xref="p1.1.m1.1.19.2.2.3">
<csymbol cd="ambiguous" id="p1.1.m1.1.19.2.2.3.1.cmml" xref="p1.1.m1.1.19.2.2.3">subscript</csymbol>
<ci id="p1.1.m1.1.17.cmml" xref="p1.1.m1.1.17">𝑊</ci>
<ci id="p1.1.m1.1.18.1.cmml" xref="p1.1.m1.1.18.1">𝑡</ci>
</apply>
</apply>
</apply>
</apply>
</annotation-xml>
<annotation encoding="application/x-tex" id="p1.1.m1.1c">{\displaystyle dS_{t}=\mu S_{t}\,dt+\sigma S_{t}\,dW_{t}}</annotation>
</semantics>
</math>
SVG (8.155 KB / 2.917 KB) :
MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools) rendering
SVG image empty. Force Re-Rendering
SVG (0 B / 8 B) :
PNG (0 B / 8 B) :
Translations to Computer Algebra Systems
Translation to Maple
In Maple:
Empty expression tag - Reason: An unknown or missing element occurred
Translation to Mathematica
In Mathematica:
Empty expression tag - Reason: An unknown or missing element occurred
Similar pages
Calculated based on the variables occurring on the entire Geometric Brownian motion page
Identifiers
MathML observations
0results
0results
no statistics present please run the maintenance script ExtractFeatures.php
0 results
0 results