Question: 4.3. By considering the differential d(W3 3tW), deduce the Ito integral I() = T 0W(t,)2tdW(t,), where W(t,) is a Wiener process. Hence verify the

4.3. By considering the differential d(W3 − 3tW), deduce the Ito integral I(ω) = T 0W(t,ω)2−tdW(t,ω), where W(t,ω) is a Wiener process. Hence verify the martingale property and Ito isometry for this Ito integral.

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