Question: Ito's lemma What's answer for this? Let W(t) be a Brownian motion and Z(t) =W(t)?. Using Ito's Lemma, what is the coefficient associated with the

Ito's lemma

Ito's lemma What's answer for this? Let W(t) be a Brownian motion

What's answer for this?

Let W(t) be a Brownian motion and Z(t) =W(t)?. Using Ito's Lemma, what is the coefficient associated with the drift term dt of the process dz(t)? Pick ONE option 0 3 W(t) 6 W(t) 3 W(t)2 None of the above

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