Assume that the (log) price (p_{t}=ln left(P_{t} ight)) follows a stochastic differential equation [ d p_{t}=gamma d
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Assume that the \(\log\) price \(p_{t}=\ln \left(P_{t}\right)\) follows a stochastic differential equation
\[ d p_{t}=\gamma d t+\sigma d w_{t} \]
where \(w_{t}\) is a Wiener process. Derive the stochastic equation for the price \(P_{t}\).
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