Recent content by AxeO

Sorry for being unclear, but what i meant was how to determine the diffusion of dV_t of the different functions. But I made an Taylor expansion and let \DeltaX and \Deltat be infinite small which gave me some multiplication rules which i could use to solve it (Itôs lemma). So I´ve already solved...

Hi guys, I´ve just started with SDE and Itô´s lemma but don't really know where and how to begin. I´ve realized that both a Reimann integral and Itô integral is needed both cannot figure out how to solve these questions. Would be much appreciated if someone would help me.