Skip to content

Latest commit

 

History

History
4 lines (4 loc) · 104 Bytes

File metadata and controls

4 lines (4 loc) · 104 Bytes

Sine diffusion

$$d X_t = [a + b\sin(c + X_t)]dt + \sigma dW_t,\quad t\in[0,T],\quad X_0=x_0$$