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dW2 = (0.5/sdt)dW.^2;
dW2 = (0.5/sdt)(dW.^2-dt);
These only works only for diagonal noise.
For general noise, one has to follow Kloeden's book Page 376. This I(j1, j2) is not easy to estimate here
dW2 = (0.5/sdt)dW.^2;
dW2 = (0.5/sdt)(dW.^2-dt);
These only works only for diagonal noise.
For general noise, one has to follow Kloeden's book Page 376. This I(j1, j2) is not easy to estimate here