Mathematics, Stochastic Modelling, Quantitative Finance, Finance, Probability.
Stochastic Calculus: Applying Itô’s Lemma to finding SDEs [Part I] Wt is a Brownian Motion (Weiner Process) and dWt is its increment, and W0 = 0 The problems we will be solving in this articles, try to think about them first beforehand. Before getting into solving these problems, let’s get certain