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]
\[Epsilon]=10;data=RandomFunction[L1, {0,10,.1},5];ListLinePlot[data]
. $\endgroup$