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Can somebody help me how to solve the following SDE analytically or suggest me to go through some literature to understand this or can give me a little bit hint to work by myself. Thanks in advance.

$dX(t) =\sin (X(t)^2) dt + \cos (X(t)-2) dB(t),\quad X(0) = 1.$

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Dear gebruiker, quite thankful to you for editing. Im quite new here in stack exchange so dont know how to use this much. – user158267 Jun 27 '14 at 19:10
Do you want to solve the SDE numerically? Or is there any reason which makes you believe that there exists an analytic solution? There are some standard approaches how to solve SDEs analytically, but as far as I can see they do not apply to this particular SDE. – saz Jun 28 '14 at 7:50
Dear Saz, Yes I want to solve it numerically. – user158267 Jun 28 '14 at 10:52

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