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2 by ito s lemma dy x 1 1 x x x 1 x v 1 1 x 1 x x x _xxdw dw 1 x ydt y
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2. By ito's lemma, dY₁ = X₁ +(1+ {(1 + X²³) √/¹ + X² − X² / √/1+X}] V /1 1 + X² √1- X₁ +√x + X²_XXdW dW₁ √1+X² Ydt
+ √Y? - IdW₁. dt
Fig: 1
