Use Ito's formula (1.15) to write the below stochastic processes Y(t) in the form dY(t) = Udt+VdB(t) (a) Y(t) = B²(t) (b) Y(t) = 2+t+ €³(t).

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Use Îto's formula (1.15) to write the below stochastic processes Y(t) in the form
dY(t)=Udt+VdB(t)
(a) Y(t) = B²(t) (b) Y(t) = 2+t+ eB(t).
Transcribed Image Text:Use Îto's formula (1.15) to write the below stochastic processes Y(t) in the form dY(t)=Udt+VdB(t) (a) Y(t) = B²(t) (b) Y(t) = 2+t+ eB(t).
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