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$Z(t) = \int_0^t g(s)\,dW(s)$, where $g$ is an adapted stochastic process.

Find $dZ$ ?

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closed as off-topic by 6005, Bookend, Mark Fantini, Grigory M, Ali Caglayan Jan 1 '15 at 20:40

This question appears to be off-topic. The users who voted to close gave this specific reason:

  • "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – 6005, Bookend, Mark Fantini, Grigory M, Ali Caglayan
If this question can be reworded to fit the rules in the help center, please edit the question.

What did you try? – Jonas Teuwen Dec 12 '10 at 22:46
vishal, usually you explain what you tried, where you had problem, etc. You don't simply expect people to solve it for you, especially if this is homework. – Vivi Dec 12 '10 at 22:49
Well this is not homework :) I guess, I am getting confused in understanding how to take a partial derivative wrt to the W and t. I could do the ones without the intergral. – vishal Shekhar Dec 12 '10 at 23:06

$d Z_t = g(t) d W_t$. If you have problems with this, you should redo basics of stochastic calculus and Brownian motion.

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