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= Let zt be a standard Brownian motion (or Wiener process). Then, simplify the following expression: Szdz = ? (Hint) Suppose xt = 24 and

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= Let zt be a standard Brownian motion (or Wiener process). Then, simplify the following expression: S"zdz = ? (Hint) Suppose xt = 24 and f(x, t) = x2Then, apply Ito's lemma on f(x, t)

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