Math Problem Statement
كيف وجد صيغة Ito type
Solution
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Math Problem Analysis
Mathematical Concepts
Stochastic Differential Equations (SDE)
Ito's Lemma
Random Processes
Formulas
dS(t) = (α(t) + σβ(t))S(t) dt + σ S(t) dW(t)
dS(t) = α(t) S(t) dt + σ S(t) dW(t)
Theorems
Ito's Lemma
Suitable Grade Level
Undergraduate
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