Which of the following defines an Ito process?
A) A process where the drift is non-constant and can be stochastic
B) A process where the coefficient of dz is non-constant and can be stochastic
C) A process where either the drift or the coefficient of dz or both are non-constant and can be stochastic
D) A process where proportional changes follow a generalized Wiener process

Question

Quizplus · Accepted Answer

In a generalized Wiener process the drift and coefficient of dz are both constant.In an Ito process they are not both constant .

Which of the Following Defines an Ito Process