Question: By applying It's lemma with f(x, t) = xe', solve the stochastic differential equation below: dXt = -aX+dt + odWt.

By applying Itô’s lemma with f(x, t) = xet, solve the stochastic differential equation below: dX+ = -aX+dt + odW+. 

By applying It's lemma with f(x, t) = xe', solve the stochastic differential equation below: dXt = -aX+dt + odWt.

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