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Graduate Stochastic differential of a particular martingale
Hello everyone, I'm studying from Oksendal's book, and I'm stuck at an exercise 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...- steve1985
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- Differential martingale Stochastic
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