Solve the SDE $d\delta_{t}=\mu\delta_{t}dt+\sigma\delta_{t}dW_{t}$ by applying the Ito formula and the final solution should be in the form of $\delta_{t}=\delta_{0}\exp\left((\mu-\frac{1}{2}\sigma^{2})t+\sigma W_{t}\right)$
Solve the SDE by applying Ito formula
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stochastic-processes
sde