# Solve ItoProcess SDE

I specified a SDE for a random process $y(t)$ using ItoProcess is there a mathematica function that provides the analytic solution for $y(t)$? I know Mean[] and CovarianceFunction[] but they do not provide the analytic solution.

• Sadly, this isn't Mathematics.SE -- If you are having trouble with the mathematics behind a concept you are on the wrong side of town. – Sektor Aug 11 '15 at 12:50
• I am asking for a mathematica function. I removed the other question to resolve the confusion. – Julian Karls Aug 11 '15 at 14:39
• It seems the link on the right here does exactly what you want? – chris Aug 11 '15 at 14:59
• @chris I think not as the link does only explain how to simulate but not how to solve an ItoProcess – Julian Karls Aug 11 '15 at 16:58
• What's wrong with 4th : show the theoretical path intervals? – chris Aug 11 '15 at 16:59