Are the more or less closed formula for Ito integral
$$ \int_0^t B_{s/2} d B_s $$
where $B_s$ is standard 1-dimensional Brownian motion?
For example, $\int_0^t B_s d B_s = (B_t^2 - t) / 2$, are there similar result for integral above?
Are the more or less closed formula for Ito integral
$$ \int_0^t B_{s/2} d B_s $$
where $B_s$ is standard 1-dimensional Brownian motion?
For example, $\int_0^t B_s d B_s = (B_t^2 - t) / 2$, are there similar result for integral above?
Copyright © 2021 JogjaFile Inc.