=+19. Exploiting the Ito formula, write an SDE for the process X(t) = cos(W(t)), where W(t) is

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=+19. Exploiting the Ito formula, write an SDE for the process X(t) =

cos(W(t)), where W(t) is a standard Wiener process, and compute EX(2).

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Introductory Course On Financial Mathematics

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Authors: M V Tretyakov

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=+19. Exploiting the Ito formula, write an SDE for the process X(t) = cos(W(t)), where W(t) is a standard Wiener process, and compute EX(2).
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=+19. Exploiting the Ito formula, write an SDE for the process X(t) = cos(W(t)), where W(t) is

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Introductory Course On Financial Mathematics

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