Question: EXERCISE 1 Use the Ito formula to compute f(t, Wt) where W is a standard Brownian motion and 1. f(t, x) = sin x. 2.

EXERCISE 1 Use the Ito formula to compute f(t, Wt) where W is a standard Brownian motion and 1. f(t, x) = sin x. 2. f (t, x) = etx2 1 2 3. Repeat these exercises for f(t, Xt), where dXt = Xt (mdt + odWt)

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