Now I try to solve the following stochastic differential equation: $$ dX_t = \alpha \frac{1}{X_t} dt + \beta dB_t, $$ where $\alpha$ and $\beta$ are some constants.
Can anyone help me with the above SDE?
Note that $X_t \ge 0$.
2026-03-28 01:46:15.1774662375
stochastic differential equation with inverse mean
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