Question

Hi
I am trying to solve the second order differential equation:
0 = 1 + T′(V )μ + 1σ2T′′(V )
with constraints T(theta) = 0 and T'(0) = 0. Does anyone know how to do this?

Answer 1

Second expression is actually (1/2) * sigma^2 T''(V).

Answer 2

Am I somehow allowed to treat this like a first order diff because there is no T(V) expression?

Answer 3

IIRC, the right way is to define S(V)=T'(V), rewrite in terms of S(V), solve that, and then find T by integrating T' ... there may be a shortcut, but I can't think of it

Answer 4

Thanks, I think I got it now :)