Question: 1. For the process -= udt + odW, derive the ordinary differential equations for the expectation of Stand for the expectation of S?, subject to

 1. For the process -= udt + odW, derive the ordinary

differential equations for the expectation of Stand for the expectation of S?,

1. For the process -= udt + odW, derive the ordinary differential equations for the expectation of Stand for the expectation of S?, subject to the initial condition S(0) = So. Integrate these equations and get an expression for the variance of St

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