If $X_t= e^{W_t}g(t)$ where $W_t$ is an Wiener process and $g(t)\in C^2[0,\infty)$, could any one tell me what is the formula to calculate $dX_t$? Thanks so much.
what about if $Y_t= \sqrt{X_t}$?, the same formuale to find $dY_t$?
2026-05-04 10:01:00.1777888860
what is the formula to calculate $dX_t$?
28 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in STOCHASTIC-CALCULUS
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