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I'm given the following Ito integral which I need to evaluate. $Z_t$ is the Brownian motion. My problem is that online resources aren't making much sense because of the notation, so it ends up leaving me extremely confused. Any help would be extremely appreciated!!

$$\int_{0}^{T} e^t + cos(Z_t)sin^2(Z_t)dZ_t$$

I understand that it's different from regular integration, but I'm not exactly sure how to implement every formula that I see for this...

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  • $\begingroup$ I) e^t = te^tdt, II) cos(x) = -sin(x), III) sin^2(x) = 2sin(x)cos(x). Can you take it from here? If not let me know $\endgroup$
    – simsalabim
    Apr 3 at 16:00

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