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(c) Use Its formula to evaluate S*e-28WdW.. (d) Let {Nt}t29 be a Poisson process with rate 1 = 7. Compute E[2N1 3N5|N3 = 2) and

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(c) Use Its formula to evaluate S*e-28WdW.. (d) Let {Nt}t29 be a Poisson process with rate 1 = 7. Compute E[2N1 3N5|N3 = 2) and Var[N1|N3 = 2). (e) Solve the linear stochastic differential equation dx = (4X: +t)dt +e4tdW. (c) Use Its formula to evaluate S*e-28WdW.. (d) Let {Nt}t29 be a Poisson process with rate 1 = 7. Compute E[2N1 3N5|N3 = 2) and Var[N1|N3 = 2). (e) Solve the linear stochastic differential equation dx = (4X: +t)dt +e4tdW

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