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Suppose the Wti, i = 1, 2 are two Wiener processes. Use Ito's Lemma in obtaining appropriate stochastic differential equations

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Suppose the Wti, i = 1, 2 are two Wiener processes. Use Ito's Lemma in obtaining appropriate stochastic differential equations for the following transformations.
(a) Xt = (Wt1)4
(b) Xt = (Wt1 +Wt2)2
(c) Xt = t2 + eWt2
(d) Xt = et2+Wt2

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Question Posted: April 29, 2016 15:43:53
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