Oct 17, 2007 #1 S 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
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