Question

dX(t) = bX(t)dt + cX(t)dW(t) for contant values of X(0), b and c (a) Find E[X(t)]...

dX(t) = bX(t)dt + cX(t)dW(t) for contant values of X(0), b and c

(a) Find E[X(t)] (hint: look at e ^(−bt)X(t))

(b) The Variance of X(t)

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