连续时间 SDE &$d\mathbf{x}(t)=\sqrt{\frac{d\sigma^2(t)}{dt}} d\mathbf{w}(t)$&$d\mathbf{x}(t)=-\frac{1}{2}\beta(t)\mathbf{x}(t) d t$\\
连续时间 SDE &$d\mathbf{x}(t)=\sqrt{\frac{d\sigma^2(t)}{dt}} d\mathbf{w}(t)$&$\begin{gathered}d\mathbf{x}(t)=-\frac{1}{2}\beta(t)\mathbf{x}(t) d t \\+\sqrt{\beta(t)} d\mathbf{w}(t)\end{gathered}$\\\hline