Mathematics, Stochastic Modelling, Quantitative Finance, Finance, Probability.
Thus, the final SDE for y(Wt​)=exp(Wt​) is: Solving Problem 2 in the set: Solving Problem 3 in the set: It’s 1:43 am, I will be publishing the answers for the last two elements later on. In the meantime, maybe you can think about them given what we learned and try to put the solution in the