Aside
May-29-11
11:27 AM
In[21]:= DSolve[
 {
  D[g[t, a], t] == h (a - b) D[g[t, a], a],
  g[0, a] == a
  },
 g[t, a],
 {t, a}
 ]
Out[21]= {{g[t, a] -> b + a E^(h t) - b E^(h t)}}