Talk:Kolmogorov backward equation

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[edit] Dear 194.129.108.69 (with no talk page)

I do not think that your change of 8:43 1 September 2006 is correct. You moved Mu and Sigma inside the differentiation operator. In the two sources that I used

www.cs.cmu.edu/~chal/Shreve/chap16.pdf (see page 180)

www.maths.ox.ac.uk/~hambly/PDF/O10/lecture7.pdf

they are outside. Please give a source (book or link) for your version of the equation. Encyclops 22:45, 1 September 2006 (UTC)