Mathematics Homework Solutions
Problem
#78092

Stochastic DE (density function,E(x).

I know this problem is very easy, finding E(x) from the distribution function. I tried to do it by integration by parts, one way I took x to be my first function and the whole exp term to be my 2nd function, but it didn't work, then I split the exponential term to 2 terms combined one with x as my first function and took the second as the 2nd function but it didn't work either. Can someone help me?

Please provide a detailed proof/answer. Justify all your claims.

See attached file for full problem description.

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