Question: 11.29 Consider the stochastic differential equation H dXt = - dt + -dBt 2 with Xo = 0. a) Find Xt. b) Let Zt =

11.29 Consider the stochastic differential equation H dXt = - dt + -dBt 2 with Xo = 0. a) Find Xt. b) Let Zt = ext. Find the stochastic differential equation for Zt using Ito's formula

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