Let (w=e^{sigma z-frac{1}{2} t^{2}}), where (z) is a stardard Wiener process. Find the equation governing (w).
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Let \(w=e^{\sigma z-\frac{1}{2} t^{2}}\), where \(z\) is a stardard Wiener process. Find the equation governing \(w\).
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