Brownian motion - one dimensional

PERAV

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Oct 21, 2015
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Hi all.

How do i show that xt=20tzudzu\displaystyle \, x_t\, =\, 2\, \int_0^t z_u\, dz_u\, if i know that the one-dimensional Brownian motion is defined by z=(zt) and the process is x=(xt)\displaystyle \, x\, =\, (x_t)\, and is defined by xt=zt2t?\displaystyle \, x_t\, =\, {z_t}^2\, -\, t\, ?

I'm a little lost but I think I have to use Ito's formula.
 
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