Question: Problem 1. (20p) Let (0, F, P) be a probability space and let {Wt : t 2 0} be a standard Wiener process. The following

Problem 1. (20p) Let (0, F, P) be a probability space and let {Wt : t 2 0} be a standard Wiener process. The following two stochastic Ito integrals with respect to a standard Wiener process can be defined as n-1 sdW's = lim ti( Wtiti - Wt;) i=0 n-1 W2dWs = lim EW? ( Wtit - Wti) n->00 i=0 where to = it, 0 = to

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