# Tag Info

Take your equation, $dr(t) = \left(\eta - \gamma r(t) \right)dt + c \, dX(t)$ and rearrange it as you suggested: $dr(t) = \gamma \left(\frac{\eta}{\gamma} - r(t) \right)dt + c \, dX(t)$ $dr(t) = \gamma \left(s - r(t) \right)dt + c \, dX(t)$ Now if you multiply through by the integrating factor $e^{\gamma t}$ as you mentioned, you should get this ...