I would need some help in solving the following differential equation:
I already know that the solution is of the form
,
where C is a constant.
Now this is a standard linear first-order differential equation. Letting
the solution should have the form
where C is a constant.
The calculation of was not much of a problem. Indeed, we can rewrite f(p) as
Using and , I found that
Where I have difficulties is calculating the term ∫μ(p)q(p)dp, where
How do I integrate this last term? Or did I miss something obvious, because in the paper I'm looking at they don't provide any details about how they get to the solution of the differential equation
Edit: small typo corrected in the last displayed equation.
Edit: there is a big typo in the differential equation: the rhs should have rather than in the numerator. This probably makes it much simpler to solve. My bad.