I have the following ItoProcess :
V0=1.5
a = 0.1
i0 = ItoProcess[\[DifferentialD]V[t] == a*Piecewise[{{V[t] *\[DifferentialD]t,
V[t] < V0}, {a*V[t]^(2/3)*V0^(1/3)* \[DifferentialD]t +
V0^(1/3)*V[t]^(2/3)/3* \[DifferentialD]w[t], V[t] > V0}}],
V[t], {V, 1}, t, w \[Distributed] WienerProcess[]]
RandomFunction[i0, {0., 5., 0.01}]
But I'm getting the error message :
RandomFunction::unsproc: The specification ItoProcess[[DifferentialD]V[t]==0.1 ([Piecewise] [DifferentialD]t V[t] V[t]<1 0.1 [DifferentialD]<<1>> Power[<<2>>]+1/3 [DifferentialD]<<1>> Power[<<2>>] V[t]>=1 0 True ),V[t],{V,1},t,w[Distributed]WienerProcess[0,1]] is not a random process recognized by the system.
Is it because of the Piecewise function ? What can I do to solve that issue ?