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I want the answer of g, thank you. Problem A-4. Use Ito's formula to compute the differentials of the following functions (Bt is a Brownian

I want the answer of g, thank you.

Problem A-4. Use Ito's formula to compute the differentials of the following functions (Bt is a Brownian motion): (8 ) f (t, X t ) = X?, where dxt = udt + odBt (u and o are constants)

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