Question: Derive the weak solution to the SDE model dx = sin(x) df + dp. where B (t) is a standard Brownian motion, by using the

Derive the weak solution to the SDE model dx = sin(x)

df + dp. where B (t) is a standard Brownian motion, by

Derive the weak solution to the SDE model dx = sin(x) df + dp. where B (t) is a standard Brownian motion, by using the Girsanov theorem

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