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Solutions of Selected Exercises

  • Bernt ØksendalEmail author
  • Agnès Sulem
Chapter
Part of the Universitext book series (UTX)

Abstract

Choose \(f\in C^2(\mathbb {R})\) and put \(Y(t)=f(X(t))\). Then by the Itô formula.

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of OsloOsloNorway
  2. 2.Inria Research Center of ParisParisFrance

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