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(8) Find the SDE of V(t, S(t)) = √S(t) when dS = 2Sdt + 4SdW. The following answers are proposed. (a) dV-2VdW (b) dV-Vdt+2VdW (c) dV = 3Vdt + 2VdW (d) dV-Vdt +4VdW (e) None of the above is correct Choose the best answer. (Select One) (a) O (b) O (c) (d) O (e) O N/A

(8) Find the SDE of V(t, S(t)) = √S(t) when dS = 2Sdt + 4SdW. The following answers are proposed. (a) dV-2VdW (b) dV-Vdt+2VdW (c) dV = 3Vdt + 2VdW (d) dV-Vdt +4VdW (e) None of the above is correct Choose the best answer. (Select One) (a) O (b) O (c) (d) O (e) O N/A

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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(8) Find the SDE of V(t, S(t)) = √S(t) when dS = 2Sdt + 4SdW. The following answers are proposed. (a) dV = 2VdW (b) dV = -Vdt + 2VdW (c) dV = 3Vdt + 2VdW (d) dV-Vdt +4VdW (e) None of the above is correct Choose the best answer. (Select One) (a) O (b) C (c) O (d) O (e) O N/A
Transcribed Image Text:(8) Find the SDE of V(t, S(t)) = √S(t) when dS = 2Sdt + 4SdW. The following answers are proposed. (a) dV = 2VdW (b) dV = -Vdt + 2VdW (c) dV = 3Vdt + 2VdW (d) dV-Vdt +4VdW (e) None of the above is correct Choose the best answer. (Select One) (a) O (b) C (c) O (d) O (e) O N/A
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