How do I solve this stochastic differential equation ? I can't seem to get rid of $ X_t.$ Thank you
$ dX_t = \kappa(\theta - X_t)dt\ +\ \sigma dW_t $
2026-03-30 08:28:57.1774859337
Solving stochastic differential equation $ dX_t = \kappa(\theta - X_t)dt\ +\ \sigma dW_t $
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Try the substitution: $Y_t = X_t e^{kt}$.