Inkabell4479 Inkabell4479

23-05-2023
Mathematics

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Let Y(t) have stochastic differential dY(t) = 1/2 Y(t)dt + Y(t)dW(t), Y(0) = 1. Let X(t) = tW (t). Find d(X(t)Y(t)). Select one: A. X(t)dy(t) + Y(t)dX(t) +tY(t)dt B. X(t)dY(t) + Y(t)dX(t) c. Y(t)dt +Y(t)dW(t) +tW(t) D. X(t)dy (t) +Y(t)dX(t) + dY(t)dt

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