Question: Exercise 13.3 In the same setting as Exercise 13.2, let where T = min{Ta, Tb}. Prove that w(x) satisfies the ODE with boundary conditions w

Exercise 13.3 In the same setting as Exercise 13.2, let

w(x) = E | = | (t)|at|X |[ 9(x(t))d |X (0) =

where T = min{Ta, Tb}. Prove that w(x) satisfies the ODE

2], a

with boundary conditions w

(a) = w

(b) = 0.

w(x) = E | = | (t)|at|X |[ 9(x(t))d |X (0) = 2], a

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