How can I solve $$\lambda(t)g(t)=g'(t)-rg(t)+\theta h(t),\;g(T)=0.$$ This is a first order ode with integrating factor $e^{-\int (r+\lambda(t))dt}$ but the limits make it a bit tricky.
2026-04-04 02:12:34.1775268754
First order BVP with variable integrating factor
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