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Table of known SDE solutions

Joined
7/11/09
Messages
23
Points
13
Hey

I was just wondering if anyone knew of a textbook with a table of known SDEs and their respective solution form. Also if anyone wants to show off their skills and post the ones they know that would be appreciated. Thanks

Corbin
 
There is no table like that.
Aside from solution to Geometric Brownian Motion, there are solutions to several mean-reverting SDEs.
And those are all we have.
 
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