Question: Exercise 15.3 By differentiating (15.9) directly, show that (15.9) is a solution of the SDE (15.8). Also, using (15.9), obtain the mean of r(t).

Exercise 15.3 By differentiating (15.9) directly, show that (15.9) is a solution of the SDE (15.8). Also, using (15.9), obtain the mean of r(t).

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