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

## Question:

(a) Xt = (Wt1)4

(b) Xt = (Wt1 +Wt2)2

(c) Xt = t2 + eWt2

(d) Xt = et2+Wt2

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**Related Book For**

## An Introduction to the Mathematics of Financial Derivatives

**ISBN:** 978-0123846822

3rd edition

**Authors:** Ali Hirsa, Salih N. Neftci

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