Solving an SDE with Ito's Formula

[@hjufdvbjihde]

Hi Mike, we're given the SDE, but how did we know that mu is 0 and sigma is 1 specifically for that SDE in order to apply Ito's lemma in the first place?

[@careyshane3865]

Thank you for the example! Should we have e^-t = f_x rather than f_w? I'm a little confused by that part only.

[@mikethemathematician]

Of course! We are using x and w to represent the first variable, so either notation would be alright in this case.