Question: Problem shown in screenshot, Numerical Analysis Problem 6 (10 Points) Let us denote by B the Brownian Motion process. Use Ito's formula to show that

Problem shown in screenshot, Numerical Analysis

Problem 6 (10 Points) Let us denote by B the Brownian Motion process. Use Ito's formula to show that the solution of the SDE Y = 0+ Bids + + J. VIBY PUB, 091 # (BE)3

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