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With ITO FORMULA, we find:
We take : u(t,x)=e^(-t) * x
dYt=- d Bt
dYt=-Yt dt + d Bt
We take : u(t,x)=e^(-t)
dYt=-Yt dt
We take : u(t,x)=e^(t) * x
dYt=Yt dt + d Bt
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