Determine the stochastic dynamic of such process: (Sin(Z(t)), {Z(t), t > 0} B.M. of dim 1.
Is it a Martingale? Why?
Thanks in advance
2026-04-25 00:52:59.1777078379
Stochastic process
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HINT:
$$d(sin(Z(t))=cos(Z(t))dZ(t)-\dfrac{1}{2}sin(Z(t))dt$$