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3. EDS integration
As with ordinary differential equations (ODE), it is generally not possible to obtain an analytical form for a stochastic differential equation (SDE). However, a number of SDEs do admit an analytic solution, which can often be obtained using Itô's formula. This section is devoted to presenting and manipulating the Itô formula through a few examples.
3.1 Itô formula
The integral example (47) is rewritten as follows
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