An arithmetic brownian motion $X$ which follows $dX = \mu dt + \sigma dZt$ , where $μ$ and $\sigma$ are constants with an asset price $ S = X^2$. Use Ito's Lemma, find the DE satisfied by the process S. What are the distribution function and the PDF of the process S.
2026-02-22 21:24:37.1771795477
Arithmetic Brownian Motion
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