solve the following stratanovich stochastic differential equation dU=UdB,U(0)=1,B(t) is brownian motion.
U前面和B前面都是一个stratanovich 积分符号，因为打不出来就用d代替了。
谢谢大家帮忙啊
4#Chemist_MZ
You're doing Ito integral, not Stratonovich integral.
Stratonovich calculus does not have drift correction and follows the deterministic chain rule, so the solution to op's problem is just U(t)=exp(B(t))
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