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Which of the Following Defines an Ito Process

Question 1

Multiple Choice

Which of the following defines an Ito process?


A) A process where the drift is non-constant and can be stochastic
B) A process where the coefficient of dz is non-constant and can be stochastic
C) A process where either the drift or the coefficient of dz or both are non-constant and can be stochastic
D) A process where proportional changes follow a generalized Wiener process

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