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Brownian motion  one dimensional
Hi all.
How do i show that [tex] \, x_t\, =\, 2\, \int_0^t z_u\, dz_u\,[/tex] if i know that the onedimensional Brownian motion is defined by z=(zt) and the process is [tex]\, x\, =\, (x_t)\,[/tex] and is defined by [tex]\, x_t\, =\, {z_t}^2\, \, t\, ?[/tex]
I'm a little lost but I think I have to use Ito's formula.
Last edited by stapel; 10212015 at 09:57 AM.
Reason: Typing out the text contained in the graphics.
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