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Q1. Compute the stochastic differential equation dZ when 1. Z(t) = eax(t), where X has the adapted stochastic process dx (t) = udt + odw(t)
Q1. Compute the stochastic differential equation dZ when 1. Z(t) = eax(t), where X has the adapted stochastic process dx (t) = udt + odw(t) (u and o are constants). 2. Z(t) = X2(t), where X has the stochastic differential equation dx(t) = ax(t) dt + oX(t)dW(t)
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