# How to apply TransformedProcess to a user defined ItoProcess?

Hi I would like to manipulate user defined Ito processes, say multiply my process by a deterministic function . Thanks in advance

 LFD = ItoProcess[\[DifferentialD]x[t] ==
x[t]  \[DifferentialD]t +
Sqrt[ x[t]] \[DifferentialD]w[t], x[t], {x, ϵ},
t, w \[Distributed] WienerProcess[]]

L1 = TransformedProcess[b[t]   Exp[ -  t] , b \[Distributed] LFD, t]

• it works as is, no? Try, for example, \[Epsilon]=10;data=RandomFunction[L1, {0,10,.1},5];ListLinePlot[data] .
– kglr
Oct 21, 2018 at 17:42