Question: Q5Consider the following It SDE: dX(t) = 0 X(t)dW(t) X(O) = x(0) 1. Determine the solution of the above SDE equation. (15 pts.) 2. Determine

Q5Consider the following It SDE: dX(t) = 0 X(t)dW(t) X(O) =

Q5Consider the following It SDE: dX(t) = 0 X(t)dW(t) X(O) = x(0) 1. Determine the solution of the above SDE equation. (15 pts.) 2. Determine the average solution of the above SDE. (15 pts.) Q5Consider the following It SDE: dX(t) = 0 X(t)dW(t) X(O) = x(0) 1. Determine the solution of the above SDE equation. (15 pts.) 2. Determine the average solution of the above SDE. (15 pts.)

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