Originally Posted by
Tribal5 i've a function t^(1/2) * X(t) where X(t) is Brownian motion
I'm looking to differentiate in respect of t.
df/dt = X(t)/[2sqrt(t)] + t^(1/2).dx/dt is that correct? or can i remove the dx/dt part.
(Sorry I've got a pile of BM questions)