
\begin{abstract}
The following are some problem solutions from a course in stochastic
differential equations I took from Jan Wehr in spring 2008 at the University of
Arizona.  Here I collect various topics related to the \Ito formula:
%an intuitive derivation of the formula,
statement of the formula, special cases, integration techniques,
and solutions to some interesting
SDEs.  For the latter, I include analytical results as well as
plots obtained from numerical simulations.
\end{abstract}
