Hi all.
How do i show that xt=2∫0tzudzu if i know that the one-dimensional Brownian motion is defined by z=(zt) and the process is x=(xt) and is defined by xt=zt2−t?
I'm a little lost but I think I have to use Ito's formula.
How do i show that xt=2∫0tzudzu if i know that the one-dimensional Brownian motion is defined by z=(zt) and the process is x=(xt) and is defined by xt=zt2−t?
I'm a little lost but I think I have to use Ito's formula.
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