If $W$ be the Wiener process and $X_t$ be an stochastic process,how can compute the derivative of stochastic integral, $V(t)=\int_0^t \exp(X_s)\sin(s+2t) dW_s$,
$dV/dt=?$
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1The stochastic integral is not differentiable. – user6247850 Oct 27 '21 at 16:00
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Is it possible to express $$W_s=f(X_s)$$? If so, you can derive or use the Discrete Derivative. – Тyma Gaidash Oct 27 '21 at 16:02