Can you suggest how can I calculate $\int_0^t e^{cs}dW_s$ where $W_s $ is Brownian motion and $c$ is constant?
2026-04-30 07:20:48.1777533648
How to calculate simple stochastic integral?
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Write $X_t=\int_0^te^{cs}\,dW_s$, deduce that $dX_t=e^{ct}dW_t$ and use Ito's Lemma.