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    Exam 14: Wiener Processes and Itos Lemma
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    The Process Followed by a Variable X Is DX =
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The Process Followed by a Variable X Is DX =

Question 2

Question 2

Multiple Choice

The process followed by a variable X is dX = mX dt+sX dz
What is the coefficient of dz in the process for the square of X.


A) sX
B) sX2
C) 2sX2
D) msX

Correct Answer:

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