Question: Problem 4: Let us consider the dynamics dB(t)=rB(t)dtdS(t)=(t,S(t))S(t)dt+(t,S(t))S(t)dW(t),0tT where r is a constant and W is a Brownian motion under the original measure P. Let

Problem 4: Let us consider the dynamics dB(t)=rB(t)dtdS(t)=(t,S(t))S(t)dt+(t,S(t))S(t)dW(t),0tT where r is

Problem 4: Let us consider the dynamics dB(t)=rB(t)dtdS(t)=(t,S(t))S(t)dt+(t,S(t))S(t)dW(t),0tT where r is a constant and W is a Brownian motion under the original measure P. Let us define dPdQ=exp{0TrdW(s)210T(r)2ds}. Find the corresponding brownian motion WQ under Q and the S dynamic under

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