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Find the stochastic differential equation dZ when 1. Zt = R t 0 g(s)dWs, 2. Zt = e Xt , where X has the stochastic
Find the stochastic differential equation dZ when 1. Zt = R t 0 g(s)dWs, 2. Zt = e Xt , where X has the stochastic differential equation dXt = dt dWt ( and are constants). 3. Zt = (Xt) 2 , where X has the stochastic differential equation dXt = Xtdt XtdWt ( and are constants). 4. Zt = 1/Xt , where X has the stochastic differential equation dXt = Xtdt XtdWt ( and are constants)
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