Question: Suppose that { B, | t 2 0} is a standard Brownian motion with Bo = 0. Find So sin( Bs)dBs + cos(B,) + 5

Suppose that { B, | t 2 0} is a standard Brownian motion with Bo = 0. Find So sin( Bs)dBs + cos(B,) + 5 cos( Bs)ds that does not involve Ito integrals. (Hint: f(B.) - f(Bo) = So f'(Bs)dBs + ~ So f"(B,)ds)

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