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A stochastic calculus question

  1. Apr 24, 2010 #1
    In the attached equations,

    for the second last step to the last step
    why dSdS=sigma2S2dt ?
     

    Attached Files:

  2. jcsd
  3. Apr 24, 2010 #2

    mathman

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    Science Advisor

    I could not get picture.
     
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