Find $P_t$ when Q = \begin{bmatrix} -\alpha & \beta \\ \alpha & -\beta \end{bmatrix}
and $\alpha, \beta > 0$ satisfying the backwards equation
Find $P_t$ when Q = \begin{bmatrix} -\alpha & \beta \\ \alpha & -\beta \end{bmatrix}
and $\alpha, \beta > 0$ satisfying the backwards equation
Copyright © 2021 JogjaFile Inc.
You have to find exp(tQ) to solve this problem.