Hello everyone,
I'm studying from Oksendal's book, and I'm stuck at an excercise which asks you to find the differential form of:
X(t) = (W(t)^{2}-t)^{2} - 4\int (W(s))^{2}ds
where W(t) is a Brownian Motion.
I tried several possible functions g(t,W(t)) which could have led to a potential...