This may be more of a math question, but are there methods available for solving stochastic differential equations with positive only noise? I’ve been tinkering around with an interesting scalar system that includes the usual Weiner process, but I’m interested in results where fluctuations can only …

Stochastic Differential Equation with positive-only noise?

ChrisRackauckas January 13, 2022, 1:45am 2

Bounded noise cannot be an SDE, it is an RODE.

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