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Display information for equation id:math.225934.21 on revision:225934

* Page found: Geometric Brownian motion (eq math.225934.21)

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Hash: 100fcc6bc41ec6c7aa42bc8a6129fa8f

TeX (original user input):

 \mathbb{E}(dW_{t}^i dW_{t}^j) = \rho_{i,j} dt

TeX (checked):

\mathbb {E} (dW_{t}^{i}dW_{t}^{j})=\rho _{i,j}dt

LaTeXML (experimental; uses MathML) rendering

MathML (5.59 KB / 966 B) :

𝔼 ( d W t i d W t j ) = ρ i , j d t 𝔼 𝑑 superscript subscript 𝑊 𝑡 𝑖 𝑑 superscript subscript 𝑊 𝑡 𝑗 subscript 𝜌 𝑖 𝑗 𝑑 𝑡 {\displaystyle{\mathbb{E}}(dW_{{t}}^{i}dW_{{t}}^{j})=\rho_{{i,j}}dt}
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SVG (9.719 KB / 3.609 KB) :

double-struck upper E times left-parenthesis d times upper W Subscript t Superscript i Baseline times d times upper W Subscript t Superscript j Baseline right-parenthesis equals rho Subscript i comma j Baseline times d times t

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Translations to Computer Algebra Systems

Translation to Maple

In Maple: (d*W(W[t])^(i)*d*W(W[t])^(j))= rho[i , j]*d*t

Information about the conversion process:

I: You use a typical letter for a constant [the imaginary unit == the principal square root of -1].

We keep it like it is! But you should know that Maple uses I for this constant.

If you want to translate it as a constant, use the corresponding DLMF macro \iunit


i: the imaginary unit == the principal square root of -1 was translated to: i


Translation to Mathematica

In Mathematica: (d*W(Subscript[W, t])^(i)*d*W(Subscript[W, t])^(j))= Subscript[\[Rho], i , j]*d*t

Information about the conversion process:

I: You use a typical letter for a constant [the imaginary unit == the principal square root of -1].

We keep it like it is! But you should know that Mathematica uses I for this constant.

If you want to translate it as a constant, use the corresponding DLMF macro \iunit


i: the imaginary unit == the principal square root of -1 was translated to: i


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