Given the Stratonovich SDE; ddX+ = 2dt + X³+(t).dW₁ write the equivalence in Ito SDE

Elementary Geometry For College Students, 7e
7th Edition
ISBN:9781337614085
Author:Alexander, Daniel C.; Koeberlein, Geralyn M.
Publisher:Alexander, Daniel C.; Koeberlein, Geralyn M.
Chapter5: Similar Triangles
Section5.4: The Pythagorean Theorem
Problem 6E
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Given the Stratonovich SDE; ddX+ = 2dt +
X³+(t).dWt write the equivalence in Ito SDE
Transcribed Image Text:Given the Stratonovich SDE; ddX+ = 2dt + X³+(t).dWt write the equivalence in Ito SDE
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