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I am doing a project concerning volatility and drift structure of various markets. If we have [tex] dr = u(r,t)dt + w(r,t)dX [/tex] is this a partial differntial equation or just a differential equation? [tex] r [/tex] is the spot rate [tex] t [/tex] is time and [tex] X [/tex] is a random variable.

Thanks

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# Homework Help: Stochastic Differential Equations

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