Question: 16.13 Give an explicit solution for the mean-reverting rnsteinUhlenbeck SDE dXt = ( Xt)dt + dBt, with X0 = x.

16.13 Give an explicit solution for the mean-reverting Ørnstein–Uhlenbeck SDE dXt = α(μ − Xt)dt + σdBt, with X0 = x.

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