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12. What is the general expression for Ito Lemma?

Apply Ito Lemma on Yt =


2
µtWt3 + e Wt
eµ(Wt ) where Wt is a Brownian motion and µ and are two
constants.

13. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
µtWt2 + e Wt
et(Wt ) where Wt is a Brownian motion and µ and are two
constants.

14. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
2
µtWt4 + e tWt
eµ(Wt ) where Wt is a Brownian motion and µ and are two
constants.

15. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
Wt +tWt3
µWt3 +e where Wt is a Brownian motion and µ and are two constants.

16. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
2
µWt3 + te Wt
eµ(Wt ) where Wt is a Brownian motion and µ and are two
constants.

17. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
2
µWt2 + et Wt
teµ(Wt ) where Wt is a Brownian motion and µ and are two
constants.

18. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
1 2
t
µWt3 +e Wt
eµ(Wt ) where Wt is a Brownian motion and µ and are two
constants.

19. What is the general expression for Ito Lemma? Apply Ito Lemma on Yt =
2
µWt4 + t2 e Wt
eµ(tWt ) where Wt is a Brownian motion and µ and are two
constants.

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