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Topic: Derivation of Ito Lemma
Replies: 12   Last Post: Feb 7, 2013 1:37 PM

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voyteg

Posts: 1
Registered: 2/7/13
Re: Derivation of Ito Lemma
Posted: Feb 7, 2013 1:37 PM
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hi guyz, i need help with the Ito's integral
Please, could you take a look on below exercise and advise
thank you in advance!

{ dX(t)=0,05dt+0,1dW(t)
{ X(0)=0,2



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