Geometric Brownian motion
= Geometric Brownian motion
{title2=$dX_t=\mu X_t\,dt+\sigma X_t\,dB_t$}
{wiki}
Geometric Brownian motion has the explicit strong solution
$$
X_t=X_0\exp\left(\sigma B_t+
\left(\mu-\frac12\sigma^2\right)t\right).
$$
= Geometric Brownian motion
{title2=$dX_t=\mu X_t\,dt+\sigma X_t\,dB_t$}
{wiki}
Geometric Brownian motion has the explicit strong solution
$$
X_t=X_0\exp\left(\sigma B_t+
\left(\mu-\frac12\sigma^2\right)t\right).
$$