Apply the It formula to the process (X_{t}:=sin ^{2}left(B_{t}ight), t geqslant 0).

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Apply the Itô formula to the process \(X_{t}:=\sin ^{2}\left(B_{t}ight), t \geqslant 0\).

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Introduction To Stochastic Finance With Market Examples

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2nd Edition

Authors: Nicolas Privault

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Question Posted: Feb 25, 2024 08:00 AM

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Apply the It formula to the process (X_{t}:=sin ^{2}left(B_{t}ight), t geqslant 0).

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We have XtfleftBtight with fxsin 2 x fprimex2 sin x c...View the full answer

Introduction To Stochastic Finance With Market Examples

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