Question
By applying It's lemma with f(x, t) = xe', solve the stochastic differential equation below: dXt = -aX+dt + odWt.
By applying It's lemma with f(x, t) = xe', solve the stochastic differential equation below: dXt = -aX+dt + odWt.
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Modeling the Dynamics of Life Calculus and Probability for Life Scientists
Authors: Frederick R. Adler
3rd edition
840064187, 978-1285225975, 128522597X, 978-0840064189
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