4 15 Let x 0 be a constant and define Xt (x1 3 1 3Bt)3 t 0 Show that dXt 1 3X1 3 t dt X2 3 t dBt X0 x

Question

4 15  Let x   0 be a constant and define Xt   (x1 3   1 3Bt)3   t 0   Show that dXt   1 3X1 3 t dt   X2 3 t dBt   X0   x

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Question: 4.15. Let x > 0 be a constant and define Xt = (x1/3 + 1 3Bt)3 ; t 0 . Show that dXt = 1