My knowledge of Stochastic ODEs is poor at best, but I have a problem I need to solve. I've boiled it down to a more straightforward scaler form.
$dX_t = e^{-X_t}X_t+dW_t e^{-X_t}$
I was wondering if this is tractable, even in the numerical sense. I'm a bit new to all of this so book suggestions would be helpful.