PDF of stochastic integral

Status
Not open for further replies.

sapgrid

Newbie level 3
Joined
Apr 1, 2007
Messages
3
Helped
0
Reputation
0
Reaction score
0
Trophy points
1,281
Activity points
1,296
Hi all..

I want to know the procedure to calculate the pdf of a stochastic integral, S=integral(X(t) dt) , with limits 10 to 20. X(t) is poisson distributed with parameter lambda = 2.

Thankyou
 

Status
Not open for further replies.
Cookies are required to use this site. You must accept them to continue using the site. Learn more…