万帅 发表于 2014-5-30 12:12 
恩,我已经知道怎么做了,实在是太感谢你了!!!!!
但是最后一个问题,为啥要求二次倒数呢?
because the quadratic variation of a brownian motion W(t) is t, in a more understandable form (dw)^2=dt.
and you know we write the formula in the differential form but actually it is in the integral form (can be viewed as an abbreviation) . Thus, all the integral with repeat to (dwdt) or (dt)^2 are zero (this can be proved). So they can be discarded. But only (dw)^2=dt is retained,because it is not zero so that this term can not be ignored.
Thus we need to include the second order terms to include the (dw)^2 terms.