How do i use the product rule of ito integration to find the stochastic differential dZ_t

Where Z_t = e^(-t/2) * (1 + (Integral from 0 to t of e^(s/2) dW_s))

where W is the weiner process?

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- October 11th 2007, 09:44 PMBruceBronsonHelp with Stochastic Calculus (Ito Integrals)
How do i use the product rule of ito integration to find the stochastic differential dZ_t

Where Z_t = e^(-t/2) * (1 + (Integral from 0 to t of e^(s/2) dW_s))

where W is the weiner process?