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