Be prepared to be wrong

Let's see how smart Sup Forums is.

Solve this intergral.

Note: Bt represents brownian motion.

I'm not doing your homework

This is Sup Forums, not /sci/

Take your homework there

>Technology board
>Posts intergrals.
Yes.

I would tell you to post on math but i can see the thread turning into 300+ replies about how education is fucked because of the current goverment, the crisis with mathematics dying and nerds bullying you until you get banned.

Anyone with half a brain could Google Brownian Integrals. Get off Sup Forums and go back to trying to get into dumb broad's pants using Basic Calculus.

e^t-1

This integral says you`re a fag

exp(T) - 1, but it's dimensionally wrong, I think. the answer is not that if B_t and T don't have the same units, or if B_t is a function of whatever T is.

also, enjoy flunking out of college kid.

/sci/ sucks also this question is related to CS, if u dont see how bug off or solve it loser.

Am I retarded for not knowing what this even is?

Wrong
Bt is a function of T but its stochastic, therefore you cannot just intergrate it like a normal variable.

No. Integral Calculus is not encountered in everyday life. Brush up on your algebra, probability, and statistics and call it a day.

replace dBt with dBt/dt * dt, and dBt with dBt(t).

integral should look like int[T to 0] exp(dBt(t)) dB/dt dt

>brownian motion
fuck off pajeet.

No that's wrong as well.
1) You cannot perform a change of variables to dBt
2) Even if you could your range would have to change which would make the intergral from dBT and dB0

dude we aint gonna do your homework for you. im not a chemE so i dont know this shit.
and if youre just gonna "test" Sup Forums with some arcane ass math that requires knowledge of specific boundary conditions what the fuck is the point.
all you're doing is flaunting basic shit you found in your cheme102 class. fuck off man.
pic related, the equivalent in my field. (heh field)

That's not the same and this also isn't Chem Engineering either. It's a CS/Math/Finace problem. Your problem just looks like simple vector calculus....

it is simple, it's just that the boundary conditions get insane pretty quickly.

These are Maxwell equations, the foundation of EE and CS.

thanks user i didn't learn that from 5 years in electronics how could i have not known that

...

I remember that usually E is the electric field and B is the magnetic field. Although, I've googled for sure.

I[T] = install gentoo

These are the equations that some other unknown dude did to improve on Maxwell's equations. Also, what the fuck does this have to do with CS these days? No CS person I know would even know what to do with an electromagnetic wave.

after taking a semester in emag (the big boy emag, not physics), those equations are fucking magical
you can see all different ways to set up boundary conditions to show about 5 major phenomena in E&M just using those equations

The foundation of EE sure. Definitely not CS.

This notation looks like the discreet Fourier transform.

pajeet fourier transform

Install Manjaro. It makes a good 18.5 GHz notch.

I minored in mathematics and it was nothing but a huge waste of time. Okay, well, I advocate that everyone learn Calculus because it changes the way you think, but I've had zero need for anything beyond basic algebra in my professional life. I've forgotten pretty much everything I learned in my minor.

As you like.

does this run on linux?
also that's a real shit filter, lots of passband ripple

>Let's see how smart Sup Forums is.
>posts something relatively niche which has nothing to do with CS, mostly related to finance
>doesn't provide sufficient information about the 'problem' for it to be parsed correctly without prior knowledge

It is a real good notch filter. It is really simulated with Maxwell equations by injecting a Gaussian pulse into a planar filter terminated at 50 ohms on the two ports shown and collecting time domain voltage and current measurements as the wave bounces around. After enough time, an FFT can be run on the time domain data and converted to show the frequency response of the planar microstrip filter. This is what is known as an finite difference time domain simulation.

i mean i know how it works; what software did you use

Discrete time signal processing: y = x[n]
Continous time signal processing: y = x(t)

Looks like laplace transformation

You never stated that B_t is absolutely continuous with respect to the Lebesgue measure, and so the radon-nykodym theorem does not necessarily hold.

OP has no idea what he is talking about.

Since you're so smart OP you can probably explain s-domain analysis to me and walk me through how to find the transfer function of any MFB bandpass filter. I'm retarded and can't do it myself.

I have gone through all the basic calculus and diff eq I need for this but it was a few years ago and my memory is fuzzy. I'm sure someone as smart as yourself can help me though. Not homework, semester ended like two weeks ago, just for fun.

homebrew

i know nigga stop trying to show off trivial shit jesus motherfucking christ
also it's discrete FT not discreet
discreet means sneaky, discrete means what you think it means

Update: I just saw that you said it's Brownian motion

The answer is acheived using Ito's lemma.

e^{B_t} - 1

An utterly useless fact that nobody should bother to remember.

real nice! what language?

I'm not a shitskin. I'm a slav. May be these are trivial for you, it's a new area to me.

underrated

>tfw i just finished a 3 year maths degree and don't have a fucking clue what is going on in this thread

Do you guys want the answer now? Btw nobody was correct....

It's four.

bullshit, basically

Not really, I didn't really do any integration in my final year and forgot a bunch of the rules. You would be amazed how fucking easy it is to actually get a BSc (Hons) Mathematics degree.

>after taking a semester in emag (the big boy emag, not physics), those equations are fucking magical
Physics major here (graduated), can confirm. Especially once you do E-M fields that aren't uniform, but are weird looking blobs with varying E-M field strengths...

Please OP, for the love of all things holy, kill yourself.

You just need to use Ito's lemon:

\int_0^T e^{B_t} dB_T
= e^{B_T} - e^{B_0} - \frac{1}{2} \int_0^T e^{B_t} dt
= e^{B_T} - 1 - \frac{1}{2} \left( e^{B_T} - 1 \right)
= \frac{1}{2} \left( e^{B_T} - 1 \right)