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I would like to know whether the following equation:

Xt=miu*exp[[-sW*exp(-gamma*dt)+gamma*exp(-gamma*dt)*ln(Xt-1/miu)+sW]/gamma]

provides the correct solution to the differential equation:

dXt=gamma*[ln(miu)-ln(Xt)]Xtdt+sXtdWt

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 I'm afraid that the comments to your previous attempt at asking this question still apply. This is not the right site for such questions. Please read the FAQ, where suggestions are made for alternate sites. I'm voting to close. – José Figueroa-O'Farrill Jul 25 2011 at 9:57
And if you do post it to another site, please put some effort into making it readable. It's very difficult to read it, the way you have written it. – Gerry Myerson Jul 25 2011 at 12:32

closed as too localized by José Figueroa-O'Farrill, Felipe Voloch, Harald Hanche-Olsen, Willie Wong, Deane Yang Jul 25 2011 at 14:55

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