2.7. Let I0(t) = 1 , I1(t) = W(t) , I2(t) = W(t)2t , I3(t) = W(t)33tW(t),...
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2.7. Let I0(t) = 1 , I1(t) = W(t) , I2(t) = W(t)2−t , I3(t) = W(t)3−3tW(t), and I4(t) = W(t)4−6tW(t)2+3t2 . Use Ito’s formula to show dIn = nIn−1dW .
Describe the analogue with classic calculus. Use guesswork, checked with Ito’s formula, to determine corresponding I5 and I6.27
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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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