. Let X be a standard Wiener process. Use Ito's formula to obtain Ito SDEs satisfied by...
Question:
. Let X be a standard Wiener process. Use Ito's formula to obtain Ito SDEs satisfied by T =
(a) X +
(b) X^ + and
(c) In X.
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Related Book For 
Elementary Applications Of Probability Theory
ISBN: 9780367449056
2nd Edition
Authors: Henry C. Tuckwell
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