Question: Consider the stochastic differential equation dXt = ( 1/t^2)X(t)dt + dB(t), X(0) = 0 where is a constant for t 1. Find an integral form

Consider the stochastic differential equation dXt = ( 1/t^2)X(t)dt + dB(t), X(0) = 0 where is a constant for t 1. Find an integral form of the solution X(t).

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