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$Z(t) = \int_0^t g(s)\,dW(s)$, where $g$ is an adapted stochastic process.

Find $dZ$ ?

Arturo Magidin
  • 398,050

1 Answers1

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$d Z_t = g(t) d W_t$. If you have problems with this, you should redo basics of stochastic calculus and Brownian motion.

Olórin
  • 12,040