Thanks very much for that Mutley, and also to you Outrun.

Sorry, a is obviously not known. However I know x, n and y.

<t>If I'm given the value of the following sum, Y, how do I explicitly solve for a?x + x*(x-a) + x*(x-a)*(x-2a) + x*(x-a)*(x-2a)*(x-3a) +x*(x-a)*(x-2a)*(x-3a)*(x-4a)......+x + x*(x-a)* ....*(x-na) = YX and a constants. a is small and n is possibly large. If I'm given Y, X and n is there a way I can ...

<t>If I'm given the value of the following sum, Y, how do I explicitly solve for a?x + x*(x-a) + x*(x-a)*(x-2a) + x*(x-a)*(x-2a)*(x-3a) +x*(x-a)*(x-2a)*(x-3a)*(x-4a)......+x + x*(x-a)* ....*(x-na) = YX and a are known constants. a is small and n is possibly large. If I'm given Y is there a way I can...

Thanks for that Roger.

<t>Apologies for not knowing the correct way/notation to express this as succinctly as possible, but let me explain my problem:I'm using the above equation to generate values for different times, t, where S is the value up until this timeSo when t=0 and S is some starting value I have:When t=1, put ...

<t>The Ito integral of BM is 1/2(Wt^T + T) at the limit, as shown by for example Shreve in his online lecture notes.Can someone tell me what the Ito integral Wt^2 dwt in the limit is please - can I find it using a similar method? The only way I can find an answer is by applying Ito's lemma to 1/3Wt^...