Appendix C

Differential Equations Formulae

Separable Equations

The form

equation

has a solution

equation

If c0C-math-001 is a linear equation and if c0C-math-002 and c0C-math-003 are two solutions, then c0C-math-004 is also a solution for constant c0C-math-005 and c0C-math-006.

First-Order Ordinary Differential Equations

General Linear Equation: The general form of a first-order ordinary differential equation

equation

has a solution

equation

where c0C-math-007 is the integrating factor and is a constant. ...

Get Problems and Solutions in Mathematical Finance: Stochastic Calculus, Volume I now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.