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]
  • 2
    $\begingroup$ it works as is, no? Try, for example, \[Epsilon]=10;data=RandomFunction[L1, {0,10,.1},5];ListLinePlot[data] . $\endgroup$
    – kglr
    Oct 21, 2018 at 17:42


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