Black Scholes Calculation
This is a question from my introduction to finance class. I need to use Ito calculus but I don't know how to use it.
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Should not it be that solution to SDE is : St=S0*e^(mü*t+sigma*Wt) instead of your solution. I mean I guess your solution is seems to bo correct but this is what my lecture notes tells me. Or I am not sure even both things mean the same thing or not, could you clarify this?

The solution is not quite like you say. A straight forward reference is Wikipedia: https://en.wikipedia.org/wiki/Geometric_Brownian_motion Also, the book Stochastic Differential Equations by Oksendal, page 62.
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