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the simple question is
s ∂f(x,t)/∂t the same with ∂f(x(t),t)/∂t?
given that x is dependent on t, namely x=x(t)
for example, say x(t)=2t, f(x,t)=x+t
is ∂f(x,t)/∂t= 1 or 3?
the context of this question is from a stochastic calculus class where my professor was able to do maneuver a stochastic process f, and say like f(t,w(t))=e^(-1/2(σ^2)t+σw(t)) and my professor would replace w(t) with x, (w(t) is a brownian motion) so it becomes f(t,x)=e^(-1/2(σ^2)t+σx) and he would treat x as a variable that is independent of t. and calculate partial of f(x,t) respect to t, and treat x as a constant. I guess this kinda puzzles me a little because i thought that w(t) is dependent on t, but when he change the notation of w(t) to x, x is treated as a constant when calculating the partial derivative. Is my professor able to do this kinda of maneuver only because the nature of w(t)? or is this something you can freely do for partial derivatives?
s ∂f(x,t)/∂t the same with ∂f(x(t),t)/∂t?
given that x is dependent on t, namely x=x(t)
for example, say x(t)=2t, f(x,t)=x+t
is ∂f(x,t)/∂t= 1 or 3?
the context of this question is from a stochastic calculus class where my professor was able to do maneuver a stochastic process f, and say like f(t,w(t))=e^(-1/2(σ^2)t+σw(t)) and my professor would replace w(t) with x, (w(t) is a brownian motion) so it becomes f(t,x)=e^(-1/2(σ^2)t+σx) and he would treat x as a variable that is independent of t. and calculate partial of f(x,t) respect to t, and treat x as a constant. I guess this kinda puzzles me a little because i thought that w(t) is dependent on t, but when he change the notation of w(t) to x, x is treated as a constant when calculating the partial derivative. Is my professor able to do this kinda of maneuver only because the nature of w(t)? or is this something you can freely do for partial derivatives?