2.5. Use Itos formula to find an SDE satisfied by the Ito process X = cos(t2+W) ....
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2.5. Use Ito’s formula to find an SDE satisfied by the Ito process X = cos(t2+W) .
Write the SDE in terms of only t, X, and the differentials dt and dW.
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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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