Question: Problem In this problem we will see if the stochastic integral formula Z 1 0 Bs()dBs() = B2 1 2 1 2 holds true in

Problem In this problem we will see if the stochastic integral formula Z 1 0 Bs()dBs() = B2 1 2 1 2 holds true in simulations. Use Excel to generate 100 sample paths of the Brownian motion in the time interval [0, 1] by following the following steps: 1. Partition the interval [0, 1] into 100 smaller intervals each of length 0.01: t0 = 0, t1 = 0.01, t2 = 0.01, , t100 = 1.

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