Ufyukyu

up vote 0 down vote favorite On a Typo3 website I have created an restricted area where only frontend-users should have access, which already works. But the users also should be able to edit contents of specific content elements in the frontend. In the repository I found the extension "frontend_editing", but I can't figure out if or how I can use it for what I need. Here's a list of the "features" I need: An own login form only for frontend users Edit only specific content elements (also one's built with the mask extension) To edit the content the user should only press a button (or something like that) and then all the fields only for this specific element should appear (without all the other editing panels shown for example in the frontend_editing extension) Is there any hint you can g...

up vote 1 down vote favorite Let us consider the stochastic process $(X_t)_{tgeq0}$ that can be described by the following SDE: $$ dX_t = alpha(X_t, t) dt + sigma(X_t, t) dB_t $$ Now I consider the following expected value: $$ mathbb{E}[e^{-int_t^T X_s ds}]. $$ My question is: What conditions should be fulfilled by the functions $alpha(x,t)$ and $sigma(x,t)$ to make the above expectation finite? Intuitively, I think that boundedness of $sigma(x, t)$ for negative $x$ is enough ensure finiteness of the above expected value, however I do not know how to prove it formally or even strengthen (or weaken) this condition. stochastic-processes sde share | cite | improve this question ...