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The difference between the endpoints is: X ⋆ T −Xm,T = Z T 0 b⋆ rev(X ⋆ τ , τ)−b rev,m(Xm,τ , τ) dτ+ Z T 0 σ(X ⋆ τ , τ)dW ⋆ τ − Z T 0 σ(Xm,τ , τ)dWm,τ

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2026 1

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