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Compute the stochastic differential d Z when (a) Z(t)=e^2 t, (b) z(t)-∫0^t R(θ) d W(o), where g is an adapted stochastic process. (c) Z(t)=e^z (d) Z(t)=e^x t,, where X has the stochastic differential d X(t)-μd t σd W(t) ( μand σare constants). (e) Z(t)=X^2(t), where X has the stochastic differential d X(t)-αX(t) d t σX(t) d W(t) | Numerade
Compute the stochastic differential d Z when (a) Z(t)=e^2 t, (b) z(t)-∫0^…
Sep 2, 2019
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