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Taking the derivative, [itex]d[/itex], of both sides of the equation.

  1. Nov 9, 2012 #1
    Suppose that [itex]B(t)[/itex] is a Wiener process. Suppose that the following equation is true:

    [itex]B(t)(t + \frac13 B(t)) = B(t)^{0.5}[/itex].

    I've conjured this equation out of thin air (it's probably not true) to ask the following question. Does the above identity (assuming it's correct) enable us to write the following:

    [itex]dB(t)dt + \frac13 dB(t) = dB(t)^{0.5}[/itex]

  2. jcsd
  3. Nov 9, 2012 #2


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    In a word, no.

    Use the product rule.
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