Question: Consider the following SDE: (a) Write the above SDE in the integral form. (b) What is the value of theintegral. d(W) = 3 [W,dt +W

Consider the following SDE:

(a) Write the above SDE in the integral form.

(b) What is the value of theintegral.

d(W) = 3 [W,dt +W dW]. widw, w;dw,-

d(W) = 3 [W,dt +W dW]. widw, w;dw,-

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