Applying Ito's lemma



Hi, J.
Probably you need a translation of itovsn3 package available here
http://www.uic.nnov.ru/~zoav1/mac/sde-0.9.tar.gz


==== Sample output goes here =========
(%i1) load("mac/sde/sde.mac");
(%o1)                 mac/sde/sde.mac
(%i2) ItoInit(t,dt);
(%o2)                                DONE
(%i3) BrownSingle(w,w0);
(%o3)                                 w0
(%i4) ItoStatus();
--------------------- 
Summary of current structure 
of stochastic differentials 
- - - - - - - - - - - 
Current second-order structure 
of semimartingales differentials 
[     dw  dt ]
[            ]
[ dw  dt  0  ] 
[            ]
[ dt  0   0  ]
- - - - - - - - - - - 
Current first-order structure 
of semimartingale differentials 
[          dw  dt ]
[                 ] 
[ Drifts:  0   dt ]
- - - - - - - - - - - 
Current initial values: 
[            w   t ]
[                  ] 
[ Initials:  w0  0 ]
- - - - - - - - - - - 
(%o4)                                true
(%i5) Itosde(f,df=(r+sigma_f*sigma_g)*f*dt+sigma_f*f*dw,f0);
(%o5)                         [DONE, DONE, DONE]
(%i6) ItoStatus();
--------------------- 
Summary of current structure 
of stochastic differentials 
- - - - - - - - - - - 
Current second-order structure 
of semimartingales differentials 
[           df             dw       dt ]
[                                      ]
[         2        2                   ]
[ df  dt f  sigma_f   dt f sigma_f  0  ] 
[                                      ]
[ dw   dt f sigma_f        dt       0  ]
[                                      ]
[ dt        0              0        0  ]
- - - - - - - - - - - 
Current first-order structure 
of semimartingale differentials 
[                       df               dw  dt ]
[                                               ] 
[ Drifts:  dt (f sigma_f sigma_g + f r)  0   dt ]
- - - - - - - - - - - 
Current initial values: 
[            f   w   t ]
[                      ] 
[ Initials:  f0  w0  0 ]
- - - - - - - - - - - 
(%o6)                                true
(%i7) ItoD(log(f));
                                      df
(%o7)                               ------
                                    log(f)

==== End of sample output ====

Is this what you expect?

--
Andrei Zorine

? ????????? ?? Thursday 04 June 2009 16:17:00 Julien Martin ???????(?):
> Hello,
> I am relatively new to Maxima and I would like to apply Ito's lemma to ln(f)
> with f defined as follows:
> 
> *df:=(r + sigma_f * sigma_g) f dt +(sigma_f ) f dz*
> 
> Here is what I tried:
> 
> *g(f,t):=log(f(t));
> 
> (diff(g(f,t),f(t),1)*(r + sigma_f * sigma_g) + diff(g(f,t),t,2) + 1/2*
> diff(g(f,t),f(t),2)*(sigma_f * f(t))^2)*dt + diff(g(f,t),f(t),1)*(sigma_f *
> f(t))*dz;*
> 
> 
> I don't get what I want i.e. I it does not seem to derive. What I am getting
> wrong in the syntax?
> 
> Can anyone please help?
> 
> J.
> 
> Ps. Here is the original lemma for your information:
> http://en.wikipedia.org/wiki/It%C5%8D%27s_lemma#Black.E2.80.93Scholes_formula
>