4.4 Ito-Doeblin Formula(part2) 報告人:李振綱. The integral with respect to an Ito process Ito-Doeblin formula for an Ito process Example Generalized geometric. - ppt download
SOLVED: Question 1: Expectation values of stochastic integral (5 marks) Calculate explicitly the mean and variance of the Ito stochastic integral Jr = K ( V2t)edW. Show and justify the steps of your calculation.
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