+1 862 207 3288 (i) Reduce the inhomogeneous linear equation (4.25) to a homogeneous equation by the indicated substitution and write down the explicit solution.
(ii) Calculate the transition pdf for the case that α(t), β(t), γ(t), and δ(t) are deterministic functions.
(iii) Consider the case δ(t) = 0 separately (this is the case of the Ornstein–Uhlenbeck process)
