4.7. For a nonrandom function g(t), that is, g has no dependence upon the realizations of a Wiener processW(t,), use Itos formula to show g(t)dW(t,)

4.7. For a nonrandom function g(t), that is, g has no dependence upon the realizationsω

of a Wiener processW(t,ω), use Ito’s formula to show g(t)dW(t,ω) = g(t)W(t,ω)−

W(t,ω)

dg dt dt.