2.4. Use Itos formula to deduce the differential dX for the stochastic process X(t) = 2+t+exp(W(t)) .
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2.4. Use Ito’s formula to deduce the differential dX for the stochastic process X(t) =
2+t+exp(W(t)) .
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Related Book For 
Elementary Calculus Of Financial Mathematics
ISBN: 978-0898716672
1st Edition
Authors: A. J. Roberts Edition
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