Editing Stochastic differential equation (section)

===Reducible SDEs: Case 2===
:<math>\mathrm{d}X_t=\left(\alpha f(X_t)+\frac12 f(X_t)f'(X_t)\right)\mathrm{d}t+f(X_t)\mathrm{d}W_t</math>
for a given differentiable function <math>f</math> is equivalent to the Stratonovich SDE
:<math>\mathrm{d}X_t=\alpha f(X_t)\mathrm{d}t + f(X_t)\circ W_t</math>
which is reducible to
:<math>\mathrm{d}Y_t=\alpha \mathrm{d}t+\mathrm{d}W_t</math>
where <math>Y_t=h(X_t)</math> where <math>h</math> is defined as before.
Its general solution is
:<math>X_t=h^{-1}(\alpha t+W_t+h(X_0))</math>