6044随机过程简单derivationshort
Differential of W_t Squared
题目
Let W_t be standard Brownian motion. Apply Ito's lemma to f(W_t) = W_t^2 and write the resulting SDE d(W_t^2) in terms of dt and dW_t.
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
Let W_t be standard Brownian motion. Apply Ito's lemma to f(W_t) = W_t^2 and write the resulting SDE d(W_t^2) in terms of dt and dW_t.
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案