X_t=X_0+\int_0^t\bigg\{b(X_s)+\frac{1}{2}\sigma(X_s)\sigma'(X_s)\bigg\}ds+\int_0^t\sigma(X_s)dW_s
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Recent Referers:
  1. http://formula.s21g.com/?X_t%3DX_0+%5Cint_0%5Et%5Cbigg%5C...
  2. http://formula.s21g.com/
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  4. http://mkprob.hatenablog.com/?page=1347827596
  5. http://d.hatena.ne.jp/mkprob/201209