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What is the solution in closed form of the following stochastic differential equation, which is different from X=0? -2/3 dX=Xdt + X2dB, Xo =

What is the solution in closed form of the following stochastic differential equation, which is different from X=0? -2/3 dX=Xdt + X2dB, Xo = 0 * (Bt is Brownian motion.)

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The given stochastic differential equation SDE can be written as dX 23Xdt XdB X0 Xo To find the solu... blur-text-image

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