PDF-INTRODUCTION2beagradientstochasticdifferentialequations(SDEs).Asusual(
2Itwasfurtherdevelopedin8thatifwechooseanorthonormalbasisfeigofRmanddenethevectoreldsXixXxethentheSDEnowwrittenasdxtmXi1XixtdBitX0xtdt11andtheIt136ocorrectiontermPrXiXivan
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