Stochastic Differential Equation with noisy drift

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I wonder if this type of equation fits in the formalism of SDE

$$dX_{t}=(\mu_0+\eta_t)dt+\sigma dW_{t}$$

where $\eta_t$ is uncorrelated Gaussian noise.

First I wrote this, but I don't know if it makes sense.

$$dX_{t}=(\mu_0+dW_{1t})dt+\sigma dW_{2t}$$

Wiener Process 1 & 2 are uncorrelated.

Then I though of making a system of two equations,

$$dX_{t}=(\mu_0+\eta_t)dt+\sigma dW_{2t}\\ d\eta_{t}=dW_{1t}$$

But $\eta$ is not uncorrelated, is exactly the Wiener Process.

How should I proceed?