Question: 4. True or False. The Wiener process is an Ito process. If dY = gdt + hidW and dZ = g2dt + hydW are Ito

4. True or False. The Wiener process is an Ito process.

4. True or False. The Wiener process is an Ito process. If dY = gdt + hidW and dZ = g2dt + hydW are Ito processes then Y(t) +Z(t) is an Ito process. If dY = gdt + hdW is an Ito processes then Y (t) is an Ito process. If dY = gdt + hdW is an Ito process then Y(t) is normally distributed for t > 0. Choose one of the possible choices: (a) (F,T,T,T), (b) (T,F,T,T), (c) (T,T,F,T), (d) (T,T,T,F), (e) None of the above

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