Let X(t) = (bX(t) + c)dt + 2pX(t)dW(s). Suppose X(t) > 0 for all t 0.Find the law of motion of Y (t) = pX(t). Express the stochastic di§erentialequation in […]
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Let X(t) = (bX(t) + c)dt + 2pX(t)dW(s). Suppose X(t) > 0 for all t 0.Find the law of motion of Y (t) = pX(t). Express the stochastic di§erentialequation in […]