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Assume that W t is a Brownian motion under probability measure P. Apply Itos formula to expand the two expressions. (1) (10 points) Wt3Wt2 (2)

Assume that Wt is a Brownian motion under probability measure P. Apply Itos formula to expand the two expressions.

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(1) (10 points) Wt3Wt2 (2) (10 points) St=exp(aWt+bt) (a, b are constants), use Ito's formula to expand (1) (10 points) Wt3Wt2 (2) (10 points) St=exp(aWt+bt) (a, b are constants), use Ito's formula to expand

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