Ito's Lemma application
3
$\begingroup$
$Z(t) = \int_0^t g(s)\,dW(s)$
, where
$g$
is an adapted stochastic process.
Find
$dZ$
?
stochastic-integrals
asked
2010-12-12
user id:3964
42
3
3bronze badges
1 Answers
1
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