Solution
= Solution
Integration by parts gives $d\langle x\rangle/dt=\langle u\rangle$ and $d\operatorname{var}x/dt=2\langle D\rangle+2\operatorname{Cov}(x,u)$.
= Solution
Integration by parts gives $d\langle x\rangle/dt=\langle u\rangle$ and $d\operatorname{var}x/dt=2\langle D\rangle+2\operatorname{Cov}(x,u)$.