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5. Let W(t) be a standard Brownian motion process. (a) Evaluate 6 (eBW( s ) - 2e- W() + 2) dW(s ). (b) Let Y(t)

5. Let W(t) be a standard Brownian motion process. (a) Evaluate 6 (eBW( s ) - 2e- W() + 2) dW(s ). (b) Let Y(t) = F(W(t)) = log |W(t) |. Evaluate dy (t). (c) Evaluate his W ( s ) 2 + 3W ( s ) + 2 1

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