. Convert the following Stratonovich SDEs to Ito equations: (a) dX = Xl + ^ W...
Question:
. Convert the following Stratonovich SDEs to Ito equations:
(a) dX =
Xál + ^ á W \
(b) dX = X^dt +e~'dW;
(c) dX = X^dt+e -' XdW.
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Related Book For 
Elementary Applications Of Probability Theory
ISBN: 9780367449056
2nd Edition
Authors: Henry C. Tuckwell
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