# How to solve a stochastic differential equation? [closed]

This is a stochastic differential equation,

$$dx(t) = -x(t)dt + e^{(-t)} dw(t)$$

I am not able to determine the next steps to solve this equation.

## closed as unclear what you're asking by Edmund, garej, JimB, m_goldberg, MarcoBJun 11 '17 at 0:52

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procx = ItoProcess[\[DifferentialD]x[t] ==