I am curious if $dX_{t}=(sin(X_{t})+2)dB_{t}$ has a solution i.e $X_{t}$=(stuff in terms of $B_{t}$).
What about for $dX_{t}=\sigma(X_{t})dB_{t}$, where $0<\gamma^{-1}\leq \sigma\leq \gamma<\infty$?
This is related to another question of finding cardinality of $dX_{t}=\sigma(X_{t})dB_{t}$. So I wanted an example to help me make sense of it.
Thank you